What we saw tonight was a DVD with 3 short films:
1) A Grand Day Out (1989), in which Wallace and Gromit run out of cheese so decide to remedy their lack by taking their vacation on the Moon. Nominated for an Academy Award, it lost to another Nick Park film.
2) The Wrong Trousers (1993), in which there are both "pale green pants with nobody inside them" and a penguin. Yikes! Nightmare time! (Well, not really, but I have to keep up appearances.) This won an Academy Award for best animated short.
3) A Close Shave (1995), a romance, which also won an Academy Award for best animated short.
These are directed by Nick Park. Peter Sallis, perhaps better known as Norman Clegg from Last of the Summer Wine, provides Wallace's voice. There is a trailer here, but I don't see a way to embed it in this post.
Roger Ebert calls them "amazingly successful". EW has a review. DVDTalk closes by saying,
As any comedy writer will tell you, real humor is the result of character, not mere joke writing, and the Wallace and Gromit features have character in spades.