This is the CD Audio book set called 'The Tolkien Treasury' includes the audio book containing Roverandum, Farmer Giles of Ham, The Adventures of Tom Bombadil, Smith of Wootton Major and The Father Christmas Letters.
The similarly named four volume box set of books (The Tolkien Treasury) does not include 'The Father Christmas Letters.
Both are different work from 'A Tolkien Treasury' which is a collection of essays etc. by other authors celebrating Tolkien.