The programmes were produced by various public-service member organisations of the European Broadcasting Union as a co-operative venture under the 'Eurovision TV' banner. Most, but not all, looked at aspects of their own countries' traditional musical culture. So far as I can see, the three series have never been issued on DVD; they seem only to be available for broadcast use. Details, including programme scripts and other material, can be seen at  http://www.ebu.ch/en/eurovisiontv/music_dance/european_roots.php

This site claims to be able to locate scheduled broadcasts, but shows nothing at the moment:  http://www.locatetv.com/tv/european-roots