The video games Earthworm Jim 1 & 2 and EWJ 3D are available again.
The entire 1995 Universal cartoon series is available on DVD in Australia and New Zealand via Madman Entertainment / ViaVision.
You may also find old second hand games in market places that sell old games and consoles. One way of playing the old games is to buy them for the consoles they were made for in the first place. This method of collecting is becoming more and more difficult.
There is a lot of Earthworm Jim memorabilia available for sale at Ebay including the action figures and toys, games and comics. Amazon have had people selling the TV cartoon show videos and strategy guide books in the past. It is more difficult to get hold of the comics from the 90's, as they are long out of print, but they are out there.
Do not be tempted to buy things if you are unsure of their origin or authenticity. Unlicensed, fake and pirated materials pop up all the time on online aution places such as Ebay, and sometimes even Amazon.
Things to avoid include items such as iron on transfers, pin badges, Items of clothing etc. These sorts of items are very easy to assemble by bootleggers. If you find items such as these and they look suspicious, please report them to the site administration so they can be removed.
If you are a fan of the 1995 TV show side of things and have a substantial amount of pocket money, it may be possible to find original TV show production art and cells. I don't know a great deal about this area of collecting aside that it is expensive. Doug TenNapel signed cells are the most valuable but make sure things like this are genuine. Cartoon cell sellers usually do buisiness at comic book conventions and on specialist websites.