Apple TV what generation? Although I suppose it doesn't really matter since all the other episodes for that season downloaded without problem. I would go into my account in iTunes, and I believe there is a choice called 'review purchases' (or something very similar). Then there should be a 'report problem' button near the bottom. When you choose that it will bring up the list of recent purchases and to the right there is another 'report problem'. Choose that and then it should walk you through the rest of your choices for what you need to do.
Hope this helps and is clear enough. If not, hopefully someone else can explain it better, as that is the best I can do, lol.