anybody know if there are DVDs or other sources that have a complete coverage of past WSOPs or at least the main event?

I think there is the 2003 wsop on dvd, for the rest you can download the torrents using Ares

is that legal?

not really, but I don't honestly know how else you ever will see the WSOP any other way

You can also watch it on sites like pokertube and pokercast though

You can buy on iTunes. Think they have like 2003 to present.