Make sure you are searching for the TV Shows in the Videos app, not the Music app.
It looks like this -> 
You can search for it with Spotlight on your iPhone, just tap the home button to go to the first Home Screen, then tap the home button again to bring up Spotlight.
You can swipe your finger across the TV Shows to delete them.
Deleting videos from iPhone
You can delete videos from iPhone to save space. Deleting a video from iPhone (other than arented movie) doesn’t delete the video from your iTunes library. It may reappear on iPhone if thevideo in iTunes is still set to sync.
Important: If you delete a rented movie show from iPhone, it’s deleted permanently and cannotbe transferred back to your computer.
Delete a video: In the videos list, swipe left or right over the video, then tap Delete.
(From http://manuals.info.apple.com/en_US/iphone_user_guide.pdf)