I'm feeling lurky, heh... Let me run it down by category...
From Disney I have 20,000 Leagues Under the Sea, Swiss Family Robinson, Around the World in 80 Days, Atlantis: The Lost Empire, Treasure Planet, Tarzan, and Island at the Top of the World. I also have the Walt Disney Treasures: Tomorrowland DVD, which has some cool stuff on it.
In anime I have the complete Escaflowne and Nadia: The Secret of Blue Water serieses, the Escaflowne movie, the Read-or-Die OVA, Spirit of Wonder DVD and VHS, Robot Carnival, the first Sakura Wars OVA.
For Imperialist Adventure films, I have Tarzan of the Apes (1919) and all 12 Tarzan films starring Johnny Weismuller, King Solomon's Mines (1937) and my favorite film of all time, The Lost World (1925). Keeping in the Pulp spirit I also have King Kong (1933) and Son of Kong, all the Max and Dave Fleischer Superman cartoons, and Sky Captain and the World of Tomorrow.
And in general I have Wild Wild West, The Adventures of Mark Twain, Jason and the Argonauts (for Talos), The Great Race, Those Magnificent Men in their Flying Machines, just about all the Universal Studios Monsters films including the period-set Bride of Frankenstein and Murders in the Rue Morgue, Frankenstein (1910), 20,000 Leagues Under the Sea (1916) and The Mysterious Island (1929), Jules Verne's Master of the World, Tim Burton's Sleepy Hollow, a whole mess of Georges Melies films, and the recent live-action version of Peter Pan.
I also have had Chitty Chitty Bang Bang and Atlantis: Milo's Return (which I traded in), and In Search of the Castaways and Harryhausen's First Men in the Moon (which I've been trying to switch out from VHS to DVD). Once Lent is over, I'm looking forward to buying the double bill War Gods of the Deep and At The Earth's Core DVD, and I have a sneaking suspicion my girlfriend is getting me The Fabulous World of Jules Verne. I also now have unlimited acces to my girlfriend's cop[y of The Prestige too ^_^
I probably have more than this even, but that's all that's jumping to mind right now. If I remember any more, I'll let you know.