Found multiple complete episodes, will update comment if I find more
From The Lost Media Wiki
https://archive.org/details/aretha-franklin-legends-1998 complete Aretha Franklin episode
https://archive.org/details/led-zeppelin-vh-1-s-legends-complete-program complete Led Zeppelin episode
https://archive.org/details/jimi-hendrix-vh-1-legends complete Jimi Hendrix episode