Amazon has this Sesame Street Learning About Letters DVD for $5.00 with FREE Super Saver Shipping and $35 purchase or FREE with Amazon Prime.
“With the help of his Sesame Street friends, Big Bird leads Snuffy on a fun-filled trip through the alphabet. Cookie Monster sings the praises of “C” (for “cookie,” of course), while Oscar loves “I” and “icky ice cream cones.” Special guest Lena Horne joins in on all the musical fun as well. Whether you have a favorite letter, or love’em from A to Z, you’ll find them all here in delightful alphabetical disorder.”
This one gets awesome reviews.
Pricing was current when the post was published, however Amazon prices change often, so please check before you buy.