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The volumes are out of print, but can found at US Government depository libraries throughout the US. Go to Federal Depository Library to find a depository library near you.
The National Archives and Records Administration (NARA) sells microfilm copies of the Warren Commission Report and its 26 supporting volumes. Simply call 1-866-272-6272 and ask for microfilm publication M1758 or see the page on How to Purchase Microfilm for instructions on mailing in an order. There 11 total rolls, which cost $125 each.
NARA has an electronic link to the Report, but not the 26 supporting volumes of hearings and exhibits.
A digitized version of the Warren Commission Report and all 26 supporting volumes is available at the web site of the Assassination Archives and Research Center (AARC). The AARC is a private organization and is not affiliated with NARA in any way, so NARA cannot vouch for the accuracy of this digitized version of the Report and supporting volumes. However, we are providing the link as a courtesy. There are other online resources available as we, but again we cannot vouch for the accuracy of their versions.
Finally, we understand that CD ROM versions of the Report and supporting volumes are sold through various sources. We do not vouch for any publication but understand that they can be useful.