It doesn't have all the episodes, however, it does have some selected episodes above season 1 up to season 6 at Crackle..

http://crackle.com/c/The_Larry_Sanders_Show

From Wikipedia, it sounds like you will have to wait a little while to be able to get all the episodes on DVD:

From http://en.wikipedia.org/wiki/The_Larry_Sanders_Show :
" * The Larry Sanders Show - The Entire First Season was released on February 26, 2002 by Sony Pictures.
* The Larry Sanders Show: The Best Episodes was released by Sony Pictures UK in 2000. It is a compilation containing the following episodes: #302, "Montana" (Robin Williams); #403, "Hank's Sex Tape" (Henry Winkler, Norm MacDonald); #408, "Larry's Big Idea" (Courteney Cox, David Letterman); #412, "I Was a Teenage Lesbian" (Brett Butler). Also included are two first season episodes ("The Guest Host," "The Talk Show"), as well as the second season episode, "The List" (#203) which was left out of the US cable syndication package offered to Bravo. However, it is available to local affiliates.
* A DVD set drawn from all six seasons titled Not Just the Best of the Larry Sanders Show was released by Sony Pictures on April 17, 2007. The 4-disc DVD set features 23 episodes and features 8 hours of bonus material. Shandling re-visits the show's cast and guest stars including Jerry Seinfeld, Alec Baldwin, Sharon Stone, David Duchovny, Carol Burnett, Jon Stewart, Ellen DeGeneres, Jeremy Piven, Sarah Silverman, Mary Lynn Rajskub, Greg Kinnear, and Tom Petty.
* The release of additional seasons has been mentioned by Shandling. The first season was re-released to coincide with Not Just the Best of the Larry Sanders Show, and season two is said to be next."

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