I *heart* Zumba!! It's the only exercise class I've ever committed to and actually look forward to going to! You can order the DVDs from zumba.com (shipping to Canada is outrageous, so I haven't) and I'm pretty sure that's the only place you can get them, unless you try eBay.
The music is awesome (Pitbull, Shakira, Proyecto Uno, Ricky Martin, Marc Anthony, salsa, merengue, samba) and my instructor keeps it fresh and has a great sense of humour; she doesn't take it personally if we get going on the wrong foot or if our arms are uncoordinated.