Some users had issues with a recent build of iTunes failling to unpack the video files properly. I thought this had been fixed by now but your post says you have 10.6.7... If you look inside Extras folder you should find a file at ...\controllers\data.js. This file details where all the resources for the content are supposed be. This is the relevant section from the Batman Begins Extras:
audioLoop : { src : "audio/batmanbegins_loop.m4a", loop : true},
extras : [
{ thumb : "image_videoBox_mind.png", structure: "shaping", string : "Shaping Mind & Body", src : "batmanbegins_shapingmindbody.m4v", time: "12:49", blurb : "Examining the construction of the fight sequences. "},
{ thumb : "image_videoBox_tumbler.png", structure: "tumbler", string : "Batman: The Tumbler", src : "batmanbegins_batmantumbler.m4v", time: "13:40", blurb : "Goyer describes it as a cross between a Lamborghini and a Humvee. This featurette details it from conception to its current form."},
{ thumb : "image_videoBox_journey.png", structure: "journey", string : "Batman: The Journey Begins", src : "batmanbegins_journeybegins.m4v", time: "14:16", blurb : "Interviews with Christopher Nolan, David Goyer, Christian Bale, production designer Nathan Crowley, as well as others. "}
],
Using this it might be possible to work out what the temp files (presumably still somewhere in your ...\iTunes\iTunes Media\Downloads folder) should be called. They need to be renamed and moved into the ...\videos folder inside the Extras folder for your movie..
tt2