Cossacks: European Wars and its add-ons are now only available digitally from the following websites. For the boxed versions, check out Amazon, Ebay, etc. for auction-used goods.
Cossacks: European Wars
Cossacks: European Wars can be purchased separately exclusively on Steam at the following link:
Cossacks: The Art of War
Cossacks: The Art of War can be purchased separately exclusively on Steam at:
Cossacks: Back to War
Cossacks: Back to War can be purchased separately exclusively on Steam at:
Cossacks: Anthology
You can get this pack from GOG.com. It has the advantage of being completely DRM-free, but the multiplayer mode is only available via LAN, official support for servers has been discontinued.
Other bundle
Cossacks: European Wars and its add-on are available through Steam in a bundle called “Cossacks and American Conquest Pack” at a significant discount.