You can find all the specials on the Internet archive:
https://archive.org/details/fs-specials
"The trouble is most people are twats or cunts. Or both."

From what I can gather from info on Amazon:
The Lord of the Rings sketch is apparently included as an extra on the "French & Saunders: Living in a Material World" DVD:
http://www.amazon.com/French-Saunders-Living-Material-World/dp/B00005U 2KL
The Titanic sketch is available on the "French & Saunders: On the Rocks" DVD:
http://www.amazon.com/French-Saunders-Rocks-Dawn/dp/B0006Z2KZW
The Star Wars sketch is a bonus on the "French & Saunders: At the Movies" DVD:
http://www.amazon.com/French-Saunders-At-Movies-Dawn/dp/B00005UERL

i brought the series 1 - 6 i know that the movie parodies are on a DVD called french and Saunders at the movies.. i just wished they'd make a complete collection and do the same with absolutely fabulous!
http://www.play.com/DVD/DVD/4-/619709/French-And-Saunders-At-The-Movies/Product.html