It’s not on Netflix, and I doubt Blockbuster carries it.
at your local library …. ;)
Amazon France has the 2-Disc release. Or YesAsia has the Hong Kong edition. There are no editions for sale on eBay currently, and beware of the edition offered on iOffer as it is a bootleg release (like most of the DVDs offered on the site…)
Unfourtunately, neither DVD releases include The Coen Bros. short film, “World Cinema…”
PS. The 2-Disc edition features David Lynch’s short on the SECOND disc.
If you’re going to watch enough French film to get to Each His Own Cinema, you should really invest in French classes. In fact, you don’t even need classes. I personally have become fluent in two languages without attending a single class. All you need is a little perserverence. In any case, learn French and you’ll save on movies because many are available online for very little or even for free, just without subtitles.
There’s a whole community of francophones on the internet, it’s something like the third or fourth most commonly spoken language in the world.