Yeah, it's in Nashville. Memphis has the SD! tapings. As for Lawler losses since Bret: Ultimate Warrior KOTR 96, Mankind KOTR 97, Tazz Unforgiven 2000, Steven Richards No Way Out 2001. I'm sure there's more (probably Mark Henry Mind Games 96, for starters) but that's all I can think of off the top of my head.
Is there anything beyond what's on the "Here Comes the Pain" DVD (The W at Amazon) that you really need to see/would merit inclusion in a new collection on DVD? Obviously his WM20 match is on the WM20 DVD. His other PPV matches are on DVD.