box set

from The American Heritage® Dictionary of the English Language, 5th Edition.

• noun A stage set with a ceiling and three walls.

from Wiktionary, Creative Commons Attribution/Share-Alike License.

• noun Related musical or video recordings that are gathered on multiple compact discs, DVDs or Blu-rays, and placed in a box, along with a small booklet.
• noun A set of related books from a particular author or genre that are contained within a box.