Just curious...are there any segments on the ultimate collection that aren't on Amazon?

There are several at this point, because the later seasons are not released on Amazon yet. Brooke Baker, Brian Nisenfeld are on the later seasons on DVD for example, but will likely be added to Amazon later.

There are many segments in the already released seasons on Amazon that are not on the DVD sets.

I was referring to seasons 1-5. Are there any segments from seasons 1-5 that are on the ultimate collection but not on Amazon.

There are segments on the ultimate collection that have been trimmed down. The one that comes to mind is The Lost dutchman mine. There's about 5 minutes trimmed from that segment on the DVD. Also, there's a few omitted interviews on the Alcatraz segment if you don't include the whole swimming segment.

"Tallman House" and "Face on Mars" are missing from Amazon but are on the ultimate collection set.