Where are RENTED MOVIES on iPhone?

Nope, still can't get this to work. I rented a movie on iTunes. It says it is now on my iPhone after doing the long transfer.

I go to the iPhone and I don't see it anywhere. If I turn off WiFi and cellular, I should be able to play the movie that has been downloaded. Nope. It says I don't have any downloads.

I'm checking both the iTunes Store and the Apple TV. Not really sure which one I'm supposed to be using (create UI, Apple) but neither of them have anything listed under Downloads.

What's the magic trick, the hoop I need to jump through to watch a rented movie on my iPhone on a plane without WiFI or cell?

Thanks!