Under the Movies tab for your iPhone sync preferences with iTunes, you can deselect "Automatically include" followed by selecting the movies in the window below that you want available on your iPhone and deselecting the movies in the window below that you want removed from your iPhone followed by a sync.
Under the TV Shows tab for your iPhone sync preferences with iTunes with automatically include selected, to the right select selected shows.
Do the same as under the Movies tab for your iPhone sync preferences with iTunes - select the shows you want available on your iPhone and deselect the shows you want removed from your iPhone followed by a sync.