I have An Evening with Nat King Cole, from Image Entertainment. It's only 47 minutes, from a BBC show in 1961. Nothing spectacular, but worth having just to see in addition to hearing Nat. What other Nat DVDs are out there?
This is a good release despite the fact that it's been colourized (at least that's how it looks to me). The audio is acceptable and the performance is great. Hopefully some episodes of Cole's US network show have survived in a vault somewhere...