Thanks Heather and tigana123!
Ever since Heather first told us about it, I've been doing the "space bar" thing to check how many instructions are available but I've never had any luck with the "Select All" idea. Knowing that you two had been successful at it made me try again. I still had my usual problem which is that the whole webpage gets selected and copied but only the 4 sets showing in the building instructions window would be copied. I thought the problem might be my browser (I usually use Internet Explorer) so I also tried it with Chrome - again, no luck. But then I tried Firefox and it worked! There may be refinements or ways to make it also work with other browsers, but here is what finally worked for me:
1) Open Playmobil's website in Firefox
2) Get to the Building Instructions page, place the cursor in the window, and hit the space bar (we all probably know how to do this by now.)
3) Wait until all of the sets have loaded (currently 1870)
3) Put the cursor on the blue bar between the arrows (below the thumbnail images) and pull it all the way to the right. This may take a little time and a few tries but eventually you will be at the last set (currently set 5801)
4) Place the cursor just to the lower right of the last thumbnail image (the little hand will change to an arrow) and right click (assuming you have Windows O/S)
5) Keep trying until you get a small window with just three choices: "Copy" Select All" and "View Selection Source." Choose "Select All" and then "Copy"
6) Paste everything into a spreadsheet using the "Paste Special" and "Text" options.
7) You will probably have about 185 lines of useless stuff that you can delete.
8) Enjoy the amazing list!
Thank you Heather and tigana123 for sharing your techniques!!!