Like many comic book characters, Captain Marvel has not been restricted to the printed page...
Let me say up front, however, that I have no information regarding how to acquire any of the SHAZAM television series on video or DVD.
Republic, founded by Herbert J.Yates in 1935, was one of Hollywood's most successful and prolific "small" film studios of it's time. In 1941 Republic released The Adventures of Captain Marvel as a 12-part serial adventure for cinemas of the time.
This series saw Billy Batson as part of an archeological expedition into Siam, seeking to discover the secrets of the Scorpion Dynasty. Billy was the only one of the party not to enter a forbidden chamber of an unearthed ruin. He was gifted with the power of SHAZAM, while his older and "wiser" colleagues discover a powerful gold weapon, called The Scorpion, inside the chamber. This weapon consists of five lenses, and each of the five scientists on the expedition takes one, so that none among them acquires the awesome power of The Scorpion.
Back in the US, however, a sinister figure calling himself The Scorpion sets out to steal the lenses and conquer the world. Only Captain Marvel can stop him!
Tom Tyler played our hero. Tom was considered (at the time) by many to be the perfect choice to play the world's mightiest mortal. Tom was apparently a superb athlete, but with a less than inspiring voice. As a result, Tom speaks the equivalent of only one full page of dialogue as Captain Marvel, during the entire series.
SHAZAM! Television Series (Filmation, 1974)
Filmation produced the SHAZAM television series in 1974, after their success with the 60's animated adventures of Superman, Batman and Aquaman. Filmation had considered doing SHAZAM as an animated series, but elected instead to film the show as a live action show, which ran for three seasons.
Filmation discarded most of SHAZAM's fantasy elements. Billy Batson became a troubleshooter, travelling the US in a van, accompanied by his guardian, Mentor, helping kids with their problems. Billy could still transform into Captain Marvel by shouting "SHAZAM", and he could also consult with the "Elders" who granted him his power, by way of a domed object with flashing lights.
Twenty-five year old Michael Gray was cast as Billy Batson. Jackson Bostwick played Captain Marvel in the first season. John Davey played him in the second and third seasons. The role of Mentor was played by Les Tremayne.
Unsurprisingly, DC tried to promote some consistency between the SHAZAM television series and the comic. In the comics run during the television series, Billy travels around the country with Uncle Dudley as his "mentor" (complete with moustache for the part). He even had a dome to consult with the "elders", nominally to save him the effort of flying back to the Rock of Eternity all the time, to consult with SHAZAM.
SHAZAM! Cartoon Series (Filmation, 1981)
Filmation also produced the SHAZAM animated cartoon series in 1981, as part of The Kid Super Power Hour. The series ran for apparently ran for 12 episodes. The cartoon was apparently faithful to the style and characters of the old Fawcett and early DC Captain Marvel stories.
SHAZAM View-Master (GAF, 1976)
Yes, Captain Marvel has even made it onto View-Master. In 1976, a 3-reel SHAZAM adventure was released for View-Master. The reels featured animation-style art with objects positioned in different "layers" to give the 3-dimensional effect.
This adventure sees Black Adam returning to Earth, from whence he was banished 5000 years ago by the wizard SHAZAM, for abusing his powers. His plan is to hold the United Nations hostage in a bid for world domination. The Marvel family fight Adam to a standstill but can't overpower him, because he's as strong as they are. It's Uncle Marvel who saves the day (upon the advice of SHAZAM) by tricking Adam into saying the wizard's name. In doing so, he is transformed into his mortal for, aging 5000 years in the blink of an eye.