The films which have been released are La Quinta Mujer (The Fifth Woman), La falsa pista (Sidetracked), El Hombre Sonriente (The Man Who Smiled), Los Perros de Riga (The Dogs of Riga) and Asesinos Sin Rostro (Faceless Killers).

The covers are shown below:

   
 
Click on the covers to see a larger image

Judging from the information available on the internet, several of the  DVDs in the series contain interesting extras, such as the 30 minute "Documental en busca del Inspector Wallander" on La Quinta Mujer and "Documental el Mundo de Henning Mankell" on La falsa pista. The DVDs appear to be dubbed in Spanish and there are no signs of subtitles at this point.

You can find the complete series for sale at the DVDGO.com web store.

Thanks to the reader in Spain who posted about the series.