There are rumors of a Brazilian DVD of all 12 SHAZAM! segments that was released in 2011, but I've never been able to confirm or deny it's existence or quality :/

But that cartoon was like a fine gorgonzola cheese - when paired with something like Hero High, it was a delicious punch that accentuated the flavors of all the other ingredients, but on it's own it's just overwhelmingly cheesy :)