In physical format? None that I'm aware of, aside from that CD that came with Skyward Sword. I usually just listen to my music on YouTube. Yes, the quality is rarely anything laudable, but I've never been to picky about that stuff.
And just FYI, the Sherlock Holmes soundtrack is Hans Zimmer's masterpiece. (Even though it's mostly just different variations of the main theme; the main theme is hella catchy)