If they exist, where are all the film of past Olympics?
International Olympic Committee museum in Ouchy district (south side, by the lake) of Lausanne, Switzerland. Request what you want to see and the polite, helpful staff will show it in a mini-theater at no cost. There In 1995 I viewed some action from the athletics portion of 1968 Olympic Games which was relevant then to one of my research projects.
If you find an outlet selling old Castle Films
some long-ago Olympics were included. Years ago I purchased a reel of 16 mm film from the 1930s which included Jack Lovelock jumping the field (including Glenn Cunningham) on backstretch of 1500m in the 1936 Olympics at Berlin. But alas, my 16 mm projector has not been used in decades and may no longer function.
Beyond film, In 1996 I purchased "The Olympiad -- Greatest Moments" which is a set of 8 video tapes labeled "The Official Centennial Commemorative Collection." I can't recall the vendor but am fairly sure it was in USA. (Maybe something unexpected such as Book of the Month Club?)
Some followers of this Historical board may have videotaped Olympic TV broadcasts which I've seen aired since the 1960s. However, home viewing of such tape may become limted in the future as playback systems migrate from tape to digital media.
Let's look forward to some entrepreneur gathering all that's available for copying, perhaps to DVD format which requires little storage space, and then selling them. The IOC museum might be a likely nominee for such activity.