iCloud "Push" sync with devices

Hello everyone, I have a question. For some reason when I download a tv show like "the league" onto my Mac Air, for some reason the iCloud doesn't push it onto my new iPhone 4S for some reason. Is there anyway I can figure that out to get it to push the music, tv shows, etc onto my devices via the iCloud "Push" sync. I would greatly appreciate any and all advice you can give me thanks!

Eric