The first Season of Torchwood is now availiable on DVD, its avaliable in a box set of 7 DVD Discs.
The DVD set consists of all the first 13 episodes and many extras, and you can also buy them seperate, but this cost nearly double, so buying the box set will save you a lot of money.
Torchwood : Complete BBC Series 1 Box Set [2006]
Season 1 - Avaliable on DVD
