Most cels don't come with backgrounds just for 
the simple fact that one background might be used 
for an entire sequence (or reused in other ways). 
It's been my experience that those cels that come 
with bgs are either the key start or end cels. 
But I've seen a lot of backgrounded GW cels at 
www.anime-taro.com

In fact I've been very impressed with them (even 
thought I don't collect GW).

Check it out and good luck,

Wendy