Is this an SD or HD show? iTunes Store presumably not Netflix?
Have you had this problem before with other material?
Commonest cause is an inadequate internet speed, test your speed at speedtest.net.
2.5Mbps for SD
6 Mbps for 720p HD
8 Mbps for 1080p HD
Any slower for a given 'quality' and it will take from minutes to hours to buffer.