www.yesasia.com for region 2 sets. You might be able to find some on amazon.co.jp.
Headmasters, Masterforce and Victory, along with Scramble City and the Anime Beast Wars series haven't been released in the states yet. Scramble City will definantly not see stateside, because it's only a pilot. Headmasters, Masterforce and Victory have a (UN?) Licensed version in the UK, Dub only. It's a terrible dub. None of the same cast, no altered voices, horrendous dialouge. A LOT worse than the dubs people complain about nowerdays (I am the Ninja Consultant).
It's odd as to why the two animated Beast Wars series haven't come out yet. There's a whole crapload of cool toys to go along with them.
Last I checked, Kid Rhino were looking into getting The Headmasters series, though I'd really want them to give it a new dub, if anything.
Transformers: The Movie was dubbed into Japanese in 1990, into a craptastic mono "kinda sounds like an orgy". It's on the japanese LD and DVD with the original English version.
Anyway, just because it's a half bred show (american and Japanese, moreso American in parts than others), and because it's obviously made for kids, doesn't mean it isn't enjoyable. Recently watching the Region 4 PAL Transformers season 1 set, I got more laughs and appreciation out of it simply because I could understand more of what they were saying. Top stuff.