OK, we can find Anand-Gelfand games on their site. What about others?
All games of World Chess Championship (1886-2012)
And Anand-Topalov too.
Google is your friend.
I typed this in Google
world championship chess pgns
and this link
http://www.mark-weeks.com/chess/wcc-indx.htm
came up first. It appears all the pgns are here, albiet in separate files. You'll have to download them all then combine then into one single pgn file, assuming that's what you want.
Not being satisfied with that, I checked a few of the other links provided by Google. Found this one
http://www.pgnmentor.com/files.html#world
a site I was already familiar with. If you use the wonderful DownThemAll Firefox add-on, you can download all of these worldchampionship pgn files automatically. (filter worldch*.pgn and then invert filter.)
Once you have all the files downloaded, you can use the old DOS Copy command to combine all of these pgn files into one file.
The entire process should take you about two minutes, from start to finish, and that includes downloading the files.
Mr. Ed, thank you very much! I found the first link already before, but all I searched was the second link. 

Nice find on the pgn links. Found also
http://www.chesscorner.com/games/download/download.htm
http://www.chessville.com/downloads/downloads_games_player.htm
Nice find on the pgn links. Found also
http://www.chesscorner.com/games/download/download.htm
http://www.chessville.com/downloads/downloads_games_player.htm
Although it's not specific to WCCs, it offers a lot of games, thanks! 
P.S: I have 1999 Kasparov's games, so ~100 more than there ;)
Dear friend you have a lot of PGN here http://www.pgnmentor.com/files.html sorted bye players, openings and events.
Hello.
Does anyone know where to find PGNs of all games since 1886? I am very interested in it, probably someone else too. I have those of Kasparov's play.
If we look at the diagram, we can see red, blue & green lines. I want just red and blue ones.
If anyone knows something about where to find all these PGNs, I would be very appreciated.
Thanks!