They did this in the first season, do they think we are stupid and won't rember gosh The first-ever Arthur movie. In Arthur's Missing Pal, Arthur's dog, Pal, goes missing. Arthur and Buster are certain that D.W. did it, but D.W. denies any involvement. Arthur and his friends mount a search throughout Elwood City for the missing dog. Initially conceived as a feature film, this first-ever Arthur CGI feature went directly to DVD, released by Lionsgate. It was released on DVD on August 22, 2006. However, the movie was aired on August 18, 2006 on many PBS stations.