Amazon offers Madagascar: The Ultimate Collection [Blu-ray] for free shipping with Amazon Prime. 

Product Description:
Get ready for the outrageous adventure of a lifetime with the complete story of the zoo animals that were lost in the wild in Madagascar: The Ultimate Collection. Join King Alex, wisecracking Marty, nervous Melman, and feisty Gloria as they travel the world in search of their true habitat. This unforgettable collection includes all 3 Madagascar movies, The Penguins of Madagascar spin-off movie plus 3 holiday shorts along with TV episodes from The Penguins of Madagascar and All Hail King Julien series.