NetFlix has "Knock On Wood" & "On The Double" available for viewing via stream. Other assorted videos are available to rent.
Amazon has quite a few of the movies as well on DVD & VHS. eBay does as well.
TCM's shop has a few as well, just search for Danny. Movies include "On The Double" (to be released in March), "A Song Is Born," "Knock On Wood," "The Inspector General," "On The Riviera," "Hans Christian Andersen" (out of print), "The Court Jester" (out of print), "Skokie," "White Christmas," "Here Comes Peter Cottontail," & "The Emperor's New Clothes." "It's A Great Feeling" is also available on a Doris Day collection.
Warner Archive has "The Madwoman of Chaillot" available for download (rent or purchase).
Oldies.com also has some available, but be careful of items that are discontinued as they don't seem to purge their listings very often. An item must have "Add To Cart," otherwise the item will simply be saved for later (if it becomes available).
There's plenty of others as well, but these seem to be either the most readily available or simply the most selection.