The Demons of Red Lodge and Other Stories

 was a 2010 full-cast anthology release from Big Finish Productions. It includes four separate stories, each of which featured the fifth Doctor and Nyssa:
 * The Demons of Red Lodge by Jason Arnopp
 * The Entropy Composition by Rick Briggs
 * Doing Time by William Galagher
 * Special Features by John Dorney

Timeline

 * This series is set after BFA: Plague of the Daleks
 * This series is set before DWM: Catalogue of Events