Episodes 1-3 are collectively called "Invasion of the Vorticons", and are published by Apogee Software. This series of Commander Keen was released on December 14th, 1990 according to Tom Hall (Ion Storm), and at the time, Creative Director of ID Software.
Keen Dreams has kind of an interesting story. This is referred to as the "Lost Episode" of Commander Keen. It is like a Commander Keen 3.5. The reason for that is that Keen Dreams falls inbetween Vorticons and Galaxy, both in terms of technology, Keen's personality and storyline. Before the ID guys actually formed ID, the majority of them worked at Softdisk, a computer software publisher in Shreveport, LA. The founding members of ID Software left Softdisk to do the Vorticons series of Commander Keen for Apogee Software. However, they were contractually obligated to deliver another game to Softdisk, and since development had started on the Galaxy series, they threw together a Commander Keen game for Softdisk, and Keen Dreams was born. This game is not sold by Apogee Software, nor does Apogee have anything at all to do with it.
Episodes 4 & 5 are collectively called "Goodbye Galaxy", and are also published by Apogee Software. This series of Commander Keen was released somewhere around June 1991. There was also a special CGA edition of Commander Keens 4-5 made. The game is functionally exactly the same as the standard EGA version of the game, but the graphics are in CGA. The CGA version of Keens 4-5 was discontinued by Apogee in November 1997 and is no longer available.
Episode 6 is a "stand alone" game, and is entitled "Aliens Ate my Babysitter". From its inception in 1991 until 1996, it was distributed by FormGen. In 1996, FormGen was bought out by GT Software, and as such, Apogee was left with only what stock we had at the time of the game. It was never actually an APOGEE game, it was a FormGen game that Apogee distributed. In August 1997, Apogee's stock of the game finally ran out, and as such, Keen 6 is no longer available from Apogee. As of now, the only way to get Keen 6 now is as part of the package "The ID Anthology" from GT Software. Two side notes to this: First, for some reason, only the CGA version of Keen 6 is on the CD, and second, for awhile, FormGen distributed a playable 3 level commercial demo of Keen 6.
In December 1996, ID Software published a package called "The ID Anthology". This is a product that contained every single game that ID Software ever made, as well as some others that were made by id people for other companies like Softdisk. In this package are all 7 Commander Keen games mentioned above. As a side note, for some reason, the person at ID Software who put the package together put in only the CGA version of Keen 6. Why they did this, we don't know. For more info on the ID Anthology, contact ID Software (Apogee has nothing to do with the ID Anthology.)
If you played Keen 5, there was a screen that said something to the effect of "Join us in December 1992 for the greatest Keen adventure yet". There was a picture of Commander Keen smiling, with a Santa Claus hat on. At the time, ID Software was intending to do a third series of Commander Keen, tentatively entitled "Commander Keen: The Universe is Toast". However, other projects came up (Wolfenstein 3D, Spear of Destiny, and later, Doom). There are no plans now to do more Keen. The main reason for this is that ID Software owns the rights to Commander Keen, and any new project would have to be either done by them directly (EXTREMELY unlikely), or at least approved by them. At this time, there are no Keen games under development by either Apogee, ID, or Ion Storm (where Tom Hall & John Romero now work as of 1997). If and when there ever is more Keen, it will be state of the art of whatever technology is current at the time.
"ID will never do Keen 7, because many of them hate the cuteness. I personally like all types of games, and that universe is one of my favorites that we created." - Tom Hall