Santa Sangre is one of the best movies ever made. period.
I am not clear on the legalities, but there has apparently been some hurdles in getting it released in the US, hence its unfortunate exclusion in the box set.
I have it on VHS, and I probably only have 1 or 2 more replays before the old tape bites the dust... I really dont want to buy a european dvd player but i will for Jodorowsky.