1 and 2 were sold together as Final Fantasy Origins (titled Final Fantasy 1+2 in Japan).
4 and 5 were sold together in Europe as Final Fantasy Anthology.
5 and 6 were sold together in the US as Final Fantasy Anthology.
4 and Chrono Trigger were sold together as Final Fantasy Chronicles.
4, 5, and 6 were sold together in Japan as Final Fantasy Collection.
These are the only official collections of early games in the series to have been sold on disc, and all for the Playstation. Any other combination of games on discs is not legitimate; the only other compilations are cartridge-based, and there aren't many. Not to mention, FF3 was a NES exclusive until the DS version came out a few years ago, and has never officially been released on any disc-based medium.
edit: Apparently they were not on single discs. Thanks, PH03N1XFURY!