There are like 3 seasons but only 1 volume
Invader Zim was produced by Nickelideon. Initially two seasons of Invader Zim were produced. However, only the first season of the show was aired completely. During the second season, Nickelodeon cancelled its further production, and only some episodes of the show were aired. You can buy the complete set of DVD's for Invader Zim at the link below:
www.amazon.com
www.amazon.com