The BBC's collection
The BBC's Radio Collection currently has 34 releases with four episodes each. These are the ones I'm most familiar with, as we played the cassette versions countless times during my childhood.
Many of the earlier collections are abridged or edited versions of shows, however, and it's not until you get to the Compendiums that you find restored full versions.
Each collection is named after a catchphrase, quote, or episode.
#1 'Moriarty, where are you?'
The Dreaded Batter Pudding Hurler - The Histories of Pliny the Elder - The Jet-Propelled Guided NAAFI - The Evils of Bushey Spon
#2 'Enter Bluebottle'
Lurgi Strikes Britain - The International Christmas Pudding - Napoleon's Piano - The Flea
#3 'I'm walking backwards for Christmas'
The Treasure of Loch Lomond - The Greenslade Story - Wings Over Dagenham - The Rent Collectors
#4 'My knees have fallen off!'
The Man Who Never Was (series 8 version) - The Case of the Missing CD Plates - World War I - The Nasty Affair at the Buraimi Oasis
#5 'And there's more where that came from!'
The Call of the West - The Last Smoking Seagoon - Nineteen-Eighty-Five (first version) - Shifting Sands
#6 'Have a gorilla'
Rommel's Treasure - Ill Met By Goonlight - I Was Monty's Treble - The Seagoon Memoirs
#7 'Ying tong iddle-i-po!'
The Whistling Spy Enigma - The Affair of the Lone Banana - The Great Tuscan Salami Scandal - Scradje
#8 'You have deaded me again'
The Mystery of the Marie Celeste (Solved) - The Last Tram (from Clapham) - The Spanish Suitcase - The Greatest Mountain in the World
#9 'What time is it, Eccles?'
Under Two Floorboards - The Sinking of Westminster Pier - Yehti - The Mysterious Punch-Up-The-Conker
#10 'You can't get the wood, you know'
The White Box of Great Bardfield - Tales of Montmartre - The Great Bank Robbery - The Mystery of the Fake Neddie Seagoons
#11 'He's fallen in the water!'
#12 'Shut up, Eccles!'
#13 'It's all in the mind, you know'
#14 'Needle nardle noo!'
#15 'The Goons at Christmas'
#16 'The Goon Show and Guests'
#17 'The Silent Bugler'
#18 'The Goon Show and More Guests'
#19 'Ned's Atomic Dustbin'
#20 'The Fear of Wages'
#21 'The Missing Battleship'
#22 'The Booted Gorilla'
#23 'The Collapse of the British Railway Sandwich System'
#24 'The Case of the Missing Heir'
#25 'The Saga of the Internal Mountain'
#26 'Bank statement no. 349'
#27 'Check the yukkabukaka gauges!'
#28 'Indigestion Waltz'
#29 'We're in the wrong house again!'
#30 'Well known in concentric circles'
#31 'The Starlings'
#32 'The Scarlet Capsule'
#33 'Round the World in Eighty Days'
#34 'The Moon Show'