|Big Train-Series 1||R2E|
Big Train doesn't appear to have been released in R1, which is perhaps understandable given that it probably wasn't even shown on TV in the US.
In the UK it has been released as a 2-disc set which includes series one and two.
I'm sure series 2 will eventually be released in R4 as well. If you can't wait, then order the 2-disc R2 version (as long as your player can play it).