Downloading a “full series” from the Internet Archive is technically copyright infringement unless it has been explicitly released into the public domain (which Dora has not). You are unlikely to be sued, but your ISP may send a warning if you use BitTorrent.

Use keywords like "Dora the Explorer complete," "Dora portable," or "Dora S01-S08" within the Archive’s search bar [1]. File Formats: Most collections offer episodes in MP4 or MKV

The archive also preserves original TV recordings, which include commercials and "Nick Jr." branding from the early 2000s: 2003-2004 Nickelodeon Broadcasts : A collection of recordings that includes Dora and Blue's Clues

Individual episodes and special collections are often uploaded by preservationists in the "vhsvault" or "internetarchivebooks" collections. These files are accessible via the Internet Archive's official search Digitized VHS Collections