For a more detailed rundown on the availability of specific Chase comedies on DVD, see The Filmography of Extant Charley Chase Films.

All Day Entertainment's four-disc "Becoming Charley Chase" set concentrates on Chase's early years -- the extant Jimmy Jump one-reelers, early Keystone comedies, his silent-era directorial efforts, and his earliest two-reelers. Be sure to check out All Day's other excellent silent comedy DVD sets, The Harry Langdon Collection: Lost and Found as well as American Slapstick Volume One and Volume Two (which were reviewed here and here.)
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Kino International's "Charley Chase Collection Vol. 1 & Vol. 2" contain eleven shorts in all, beautifully restored by Lobster Films.
Read THE WORLD OF CHARLEY CHASE's review of volume one and volume two. The two DVDs are sold separately.
CHARLEY CHASE COLLECTION, VOL. 1
In addition, Kino's silent comedy DVD set "Slapstick Encyclopedia" contains two of the most popular Charley Chase comedies, Mighty Like a Moose (1926) and Fluttering Hearts (1927).

ReelClassicdvd is mail order company specializing in classic films, particularly silents. They have released a number of volumes of a series they call "A Festival of Silent Comedy". Of interest to the Charley Chase buff is Volume One, which includes the one-reeler April Fool (1924) and the Chase-directed Snub Pollard comedy Sold at Auction (1923), as well as Volume Three, which includes Chase's Bromo and Juliet (1926), co-starring Oliver Hardy. Check out their website for more details.
CHARLEY CHASE - JIMMY JUMP SERIES
Milestone Films' "Cut to the Chase: The Charley Chase Classic Comedy Collection" has been in the works for a number of years - most of their Chase restorations have already aired on Turner Classic Movies - but the set is still listed as "coming soon" on their website. Cross your fingers -- or drop 'em a line!