| # | Title | Release Date | Label | Type | UK | USA |
| 1. | The Henry Allen Collection Vol. 4 (1936-1937) | ? | Collector's Classics | | | |
| 2. | The Henry Allen Collection Vol. 3 (1935-1936)
produced by: John R.T. Davies | ? | Collector's Classics | | | |
| 3. | The Henry Allen Collection Vol. 1 (1932) | ? | Collector's Classics | | | |
| 4. | Henry "Red" Allen And His Orchestra | ? | Classics | | | |
| 5. | Canal Street Blues | 1940 | | | | |
| 6. | Stormy Weather | 1957 | | | | |
| 7. | World On A String - Legendary 1957 Sessions Featuring Coleman Hawkins
produced by: Fred Reynolds | 1957 | Bluebird | | | |
| 8. | Rere Red Allen | 1963 | | | | |
| 9. | The Very Great Henry Red Allen | 4/1975 | Rarities | | | |
| 10. | Ride Red Ride in Hi-Fi
& All Stars | 18.05.1999 | | | | |
| 11. | 1929-41, Vol. 1: The Alternative Takes | 23.04.2002 | Neatwork |  | | |
| 12. | 1929-1930 | 21.05.2002 | JSP | | | |
| 13. | Jubilee Shows, Vol. 7
& Louis Armstrong | 07.01.2003 | Storyville | | | |
| 14. | Reunion in Hi-Fi / The Complete Classic Sessions
& Coleman Hawkins | 07.04.2009 | Lonehill Jazz | | | |
| 15. | Sweet Substitute
& Jelly Roll Morton & Albert Nicholas | 19.06.2012 | jazz2jazz | | | |
| 16. | A Portrait Of Henry "Red" Allen
& Alex Welsh & His Band | 17.07.2012 | Jazzology | | | |
| 17. | Ol' Man River | 15.01.2013 | Jazz Tune | | | |
| 18. | And His New York Orchestra, 1929-1930 | 22.07.2016 | JSP | | | |
