This short is on the Warner Bros. DVD for This Is Our Life (1942).
This short is actually included on the DVD for In This Our Life.
It was while doing historical research for the Warner Bros. feature "Captain Blood" in 1935 that producer Gordon Hollingshead got the idea to produce a series of historical shorts for Warner Bros. He produced many, including "March On, America!" over the next several years, many in Technicolor.
Vitaphone release #950A-951A.