ONE MAN BAND has never been commercially released in any format, though screener copies on both VHS and DVD made for the press are floating around. OMB is basically the main source for clips of the material presented at the NY and LA screenings, though only brief clips are in OMB compared to what was being screened.
The BBC interview (titled ARENA: THE ORSON WELLES STORY), has also never been released commercially, and the American screening on TNT was shortened from the original British version. The uncut British version is in circulation on the "underground" trading circuit. It's well worth tracking down a copy.