I had this same probelm some years back and breifly used boxes similar to what Beastman1975 mentioned. They worked alright, but I was bummed about not being able to really have artwork for the movies unless I printed out a cover sheet to stick in each paper sleeve. Plus, the hard plastic cases do look so much better. I have since sold off a massive chunk of my DVD collection, so I'm now able to display each movie in it's original case. However, I ran into a similar problem when converting all my wrestling VHS tapes to DVD. I wanted to use indivual cases for each event, but seeing as how I have a substantial collection, that would have taken up too much room. While searching for a solution, I stumbled upon these 12 disc multi-cases...
http://www.emediadepot.com/12_Disc_Black_DVD_Case_p/75101397.htmEach 12 disc case is only about the size of three standard DVD cases stacked together, so it does save a lot of room. Plus, it has the clear cover for artwork inserts, so I made up some covers depicting the posters or scans of the video cover for each event. Here's a quick snapshot, just for visual referance...

They worked great for me and weren't too awful expensive either.
Whatever you do end up using, just make sure it's not those darned DVD/CD disc walleets. Those are awful for long term storage purposes. Over time, even in the best of conditions, moisture and whatnot will built up in the case, which can lead to the top label of the disc getting stuck to the clear front of the disc pocket, which can and often does ruin discs.