Each movie corresponds to one season.
Well, the first 4 are numbered but after that...
Jirachi ~ Wishmaker
Mystery of Mew
Ugh, I hate the dub titles...But that's besides the point.
As for what's out... I know all the movies are currently. Dunno about the actual show, since I'm not willing to spend that much money on the dub.
You could probably check Amazon or something.