As I asked for information about the availability of the Robert Altman film Kansas City on DVD I got several responses, but no-one could tell me more about the documentary I mentioned.
Thanks to a very informative link at the Library of Congress Sites, that has an online searchable database with the famous David Meeker Jazz In The Movies book I could find a link to the correct information about that documentary.
The complete title of the documentary is Robert Altman's Jazz '34 Remembrances of Kansas City Swing and it was released in 1996.
It was released as DVD !!