I think it might be useful to list all relevant and available material for a 1895-1919 list, so we have
The most essential set for the pre-feature era is The Movies Begin (Kino) with the two most popular pre-1913 films
Voyage dans la lune and
Great Train Robbery as well as a selection of
Lumiere/Melies/Pathe/Edison films and also a good look at the Brighton school with films of
Williamson/Paul/Smith on discs 2 and 3 which BTW are also known as BFI's Early Cinema program. For more British films you might also take a look at the
Films of R.W. Paul (BFI) and
Mitchell & Kenyon. Almost the complete
Melies is available from Flicker Alley. On the US side there’s the big
Edison set from Kino, while
Gaumont gave us a treat with two huge Treasures boxes of which the first got released in a thinner version in the US featuring early films by Feuillade, a good selection of
Alice Guy-Blache and
L'Enfant du Paris by
Leonce Perret. For more early film there’s also BFI's Silent Shakespeare and Kino’s The
Lumière Brothers’ First Films and the more adventurous might be interested in the huge collection of films from the Thanhouser studio here
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Among other collections including early films there's the Unseen Cinema set (Image) with e.g.
Lois Weber’s
Suspense as its most significant contribution, but more important are the three Treasures from American Film Archives boxes (Image) including e.g.
William S. Hart’s
Hell’s Hinges and the sensitive
Land beyond the Sunset in the first box,
The Invaders, Children who labor and
Falling Leaves in the second and
Lois Weber’s
Where are my Children? as well as
Courage of the Commonplace in the 3rd box.
The Origins of Film (Image, out-of Print) carries Tourneur's
Alias Jimmy Valentine, Florida Enchantment, films by Weber and Guy-Blaché as well as some important early US-animation from Blackton and others.
Finally 6 volumes of Lobster's Retour de Flamme series collect various films and their Premier Pas du Cinema DVD collects very early color and sound films, all can be ordered on the Edition Filmmuseum page as can be another collection, the Crazy Cinematographe.
Chaplin's Essanays and Mutuals are available from BFI;
A Dog's Life, Shoulder Arms, Sunnyside and
Day's Pleasure from Warner, the definitive edition of the Keystone's is announced for this year from BFI, but too late for us.
Keaton/Arbuckle are available from MoC,
Harold Lloyd is in the big Lloyd box and the two Kino Lloyd collections add 8 shorts.
Max Linder is available on Laugh with Max Linder, but mostly relevant for the 10s is Grapevine‘s collection. His films ran on German TV, but a fine DVD release is overdue.
And if you can't get enough silent comedy there's 10 volumes of Slapstick Encyclopedia.
Griffith's major films like
Birth of a Nation, Intolerance, Broken Blossoms, Avenging Conscience and
True Heart Susie are available from Kino and Image; the filmmakers thread on him lists all available Biograph shorts with Kino, Image and Grapevine having released extensive collections;
Home Sweet Home, Judith of Bethulia, The Greatest Question, Romance of Happy Valley and
Hearts of the World are available on tape (
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Scarlet days from Grapevine.
DeMille can also be easily obtained:
Cheat, Joan the Woman, Don’t Cheat your Husband, Golden Chance, Whispering Chorus, Old Wives for new, Male and Female are all available from Kino and Image,
Carmen from VAI and there’s a box by Passport with lesser editions which however include
Squaw Man and
Virginian
Tourneur is represented by
Blue Bird, Victory and
Wishing Ring plus an abridgement of
Girl’s Folly (both on the Before Hollywood there was Fort Lee, N.J. DVD).
Trilby is available on reelclassicdvd.com.
Alias Jimmy Valentine is in the Origins set mentioned above.
Douglas Fairbanks' early features of the 10s are almost completely available through Flicker Alley while
Mary Pickford also fares well with
Cinderella, Little Princess, Stella Maris, Amarilly of Clothes-Line Alley, M'Liss, Daddy-Long-Legs, Heart o' the Hills released by Image;
Pride of the Clan is added by Grapevine,
the Little American and
Romance of the Redwoods are available in the big, legally dubious DeMille set from Passport.
Poor Little Rich Girl and
Rebecca of Sunnybrook Farm are also floating around on youtube or in cheap editions.
Stroheim's
Blind Husbands is out from Edition Filmmuseum.
Walsh's
Regeneration was released by Kino.
Traffic in Souls and
the Italian from Flicker Alley offer similar looks at US society.
Browning's
Wicked Darling is available, too. Among other early US features on DVD are
Richard III and
From the Manger to the Cross as is the surviving
Theda Bara film
A Fool there was or a version of
20000 Leagues under the Sea. The early
Frankenstein is available on graveyard records. World War Films of the Silent Era and the similiar Civil War Films offer some features, too.
Civilization by
Ince was released on tape.
Young Romance or
Hodoo Ann are bonus material with other films. 3 early Westerns by Frank Borzage are available on the German The River DVD.
Lois Weber‘s
Hypocrites got a sole DVD release as did
Guy-Blache’s
Ocean Waif together with
49-17 by Ruth Ann Baldwin.
Mad Love - The Films of
Yevgeni Bauer and The Cameraman’s Revenge with the films of
Starewicz are the main DVDs for those interested in Russian cinema. More of both directors and Russian cinema can be found on the 10 volumes of
Early Russian cinema.
Protazanov's
Father Sergius appeared in France on DVD.
Danish cinema can be found via the DFI DVDs,
Benjamin Christensen leading the pack, followed by
Lind, Nielsen, Psilander, Blom's Atlantis,
Dreyer's President, shorts from 1899-1913 and the science fiction films
Verdens Undergang and
Himmelskibet.
Sjöström is represented by
Ingeborg Holm, Terje Vigen and
Berg-Eyvind via Kino plus
Dödskyssen on the German Körkarlen DVD;
Stiller fares less well with only
Herr Arne's Treasure available via Kino.
Gance’s
J’accuse is available from Flicker Alley and
Feuillade's serials
Les Vampires, Fantomas and
Judex are also easily obtained. Of the US serials the recut
Perils of Pauline is available from Grapevine.
Cabiria, The Last Days of Pompei and
Assunta Spina from Kino represent Italian cinema of the 10s.
L’inferno is available with music by Tangerine Dream. The Cineteca Bologna released the 1915
Maciste.
Canada‘s contribution
Back to God’s Country is an Image DVD, Australia’s
Sentimental Bloke was released on DVD, Great Britain contributes
The Life Story of David Lloyd George.
Early animation is a bit of a problem.
Winsor McCay is presented by an Image DVD.
Emile Cohl has a set devoted to him in France which was merged into the second Gaumont box. Early documentaries on DVD are
In the Land of the War Canoes,
The Battle of the Somme and
South.
German cinema fares less well.
The Student of Prague is available on a lesser Alpha disc.
Lang's
The Spiders is available from Image,
Lubitsch's
Oyster Princess, Doll, I don’t want to be a Man from Kino,
Das Fidele Gefängnis on the Trouble in Paradise DVD, not to forget Oswald's
Different from the Others and
Reinert's
Nerven from Edition Filmmuseum.
Madame Dubarry is on Grapevine.
Generally spoken the period is not badly represented though there are some gaps here and there, as far as I'm aware
Love and Journalism by Stiller,
Furcht by Wiene,
Girl from Marshcroft and
Ingmarssönerna by Sjöström as well as
Song of the Scarlet Flower by Stiller are not accessible even on the half-legal exchange markets or otherwise circulating among fans and unlikely to garner many votes here.
You have to search quite a bit for
Der Andere by Max Mack, Asta Nielsen's German films,
Homunculus,
Tih Minh by Feuillade,
Rose France by L'Herbier,
Cenere with Eleonora Duse,
Rapsodia satanica, the semi-futurist
Thais, both of Stiller's
Thomas Graal films, Oswald's
Unheimliche Geschichten, Reinert's
Opium and Gance's
Mater Dolorosa
Obviously with all these shorts and collections there's a bit of overlapping between them. Since a lot of the films are public domain, a search on the internet for hard-to-find titles might prove successful, but please support quality releases by buying them.