There were a couple of episodes included with my DVD set. Not terrible, but certainly not up to Columbo standards.
Have you watched them?
Here's all I've watched from the following Columbo DVDs:
Season 3: Bonus Episode: Mrs. Columbo "Murder is a Parlor Game"
Season 4: Bonus Episode: Mrs. Columbo "A Riddle for Puppets"
I think that Wikipedia is incorrect here (hard to believe, I know :) ). The quote it references is from The Columbo Phile - Levinson and Link mention that they WANTED to say something like that, but it never made it into an episode.
There's a MAD Magazine spoof of "Star Trek: Voyager" in which behind Captain Janeway there can be seen a picture of Falk as Columbo with the inscription, "Take my wife, please!"