I am looking for dvd/videos of the American Bandstand anniversary
specials, I think there were several; 20th, 25th, 30th and 40th specials.
Can anyone help direct my research. Also Soul Train similar specials

Although not as comprehensive an answer as you may have hoped for, I
have researched your request and have some results you may appreciate.

American Bandstand 40th Anniversary is listed as available at
MusicStack (http://www.musicstack.com/item.cgi?f=1&aid=z&item=10482&band=Various+Artists).

American Bandstand 30th Anniversary Party footage is included in
Television Compilation #2 1979-1981, also listed as available from
MusicStack (http://www.musicstack.com/item.cgi?f=1&aid=z&item=16598&band=Various+Artists).

Even though it's not footage of an anniversary show, you might also
acquire AMERICAN BANDSTAND 1957 from The Video Beat
(http://www.thevideobeat.com/store/product_info.php?products_id=405). 
This is believed to be the oldest surviving episode of American
Bandstand from WFIL Channel 6 in Philadelphia.

As for Soul Train, I've located a few archives of past episodes, but
have been unable to find any footage of their anniversary shows.

I hope this helps.

I have a copy of the 40th Anniversary recorded off TV.
Need you need specific info on the video?