This ad is simply a roll-call of the more prominent and prestigious films that had featured Technicolor since 1922. Most are 1929-30 talkies, but of course some are silents or part-talkies. Here's what I know about their survival status:
Presumed lost (i.e. no known picture at all):
Bride of the Regiment (1930)
Footlights and Fools (1929)
Hit the Deck (1930)
Hold Everything (1930)
No, No, Nanette (1930)
Paris (1929)
The Rogue Song (1930) [some fragments exist]
Song of the Flame (1930)
Song of the West (1930)
Wanderer of the Wasteland (1924)
Colour survives only in B&W
Bright Lights (1930)
The Broadway Melody (1929)*
Golden Dawn (1930)
On With the Show (1929)
Puttin' on the Ritz (1930)*
Sally (1929) ["Wild Rose" sequence survives in colour]
Show Girl in Hollywood (1930)*
The Desert Song (1929)*
Titles with an asterisk had colour sequences only; the others were all-colour.
The Mysterious Island and
The Show of Shows were mostly Technicolor with some B&W. Complete (or nearly so) B&W survives of both; I think only some faded colour footage exists for
Island and only the "Chinese Fantasy" and perhaps the "Meet My Sister" number survive in colour for
Show of Shows.
Chasing Rainbows is in the regrettable position of having its colour sequences *completely* lost (i.e. not even B&W footage of them is known). The B&W portions of the film do exist and TCM has (very rarely) run it with a disclaimer noting its incompleteness and using still reconstructions with the plot summary printed at the bottom of the picture.
I'll come back later on to finish posting about the status of the remaining titles...unless someone beats me to it.
-Harold