I had this problem (Error -8008) with 2 out of 12 episodes of the Sopranos Season 6 Pt. 1. The worst part is that one of the corrupted files is the first episode! The other was the 7th. All of the other episodes in the season downloaded fine, and everything else that I have purchased from the iTunes Store has downloaded successfully (music, other TV shows, movies, iPhone apps), before and after the error on these episodes.
I did receive a credit after going through the "Report a Problem" process - and I hope maybe you (ruinme) have heard from them by now - but the support given wasn't all that helpful. After trying everything that was suggested and not having anything work, they were very quick to give me a credit and did not actually resolve the problem. I still cannot download the missing episodes after almost a month.
This leads me to believe that the file(s) are truly corrupt somewhere on Apple's side and that we will not be able to complete our downloads until the files are repaired. However, there is no way of knowing when the files will be fixed and available to download again, which is really frustrating, and Apple cannot provide this info either for some reason. I wish I had asked the support rep if she could try to download the episodes herself and tell me if they worked, but I didn't...
If this isn't the case, prehaps there are gremlins in my internet connection that do not want me to stay up all night watching the Sopranos for hours and hours...
I will remain patient and try again at some point... maybe I'll be able to watch season 6 in it's entirety before Xmas. Or, if someone from Apple does read this, maybe they can find it in their heart to tell me (and the rest of us) with Error -8008 what the deal is!