Ken's Labyrinth never had a pogo stick.
There were 7 Commander Keen games.
Keen 1, 2 and 3 formed a series (Invasion of the Vorticons) with Keen 1 available as shareware and the others available commercially. They're still sold by 3D Realms and id Software.
Kenn 4 and 5 formed another series (Goodbye Galaxy) with Keen 4 available as shareware and Keen 5 available commercially. They're also still sold by 3D Realms and id.
Keen 6 (Aliens Ate My Babysitter) had a 3 level demo and a commercial version. The commercial version was actually owned by FormGen (instead of simply being resold as Keen 4 and 5 were), so Apogee and iD don't offer it for sale. FormGen no longer exist.
Keen Dreams was kind of a weird one thrown together to satisfy a contract, and is owned by SoftDisk. It can be bought
here.