Listings for Minecraft: Story Mode have appeared on Amazon for both the US and UK showing a release date of October 27, and October 30, 2015 respectively. The release date is across all platforms of PlayStation 4, Xbox One, PlayStation 3, Xbox 360. The disc release will contain the first episode and the rest will be downloaded digitally as the episodes are released.
Minecraft: Story Mode was first announced in December of 2014 as a collaboration between TellTale and Mojang to bring a canonical story to the Minecraft world. Special thanks to BluenoseGames of NeoGAF for pointing this out.