Go to your TV show page and insure that "View->Show TV Shows in the Cloud" is enabled (note, if it *is* enabled, your available option will show "View->Hide TV Shows in the Cloud"; don't do that).
Right-click->delete the file. If it asks you if you want to delete it from the cloud (not sure with videos), say no. It will now show in your library with a cloud. Click the cloud to re-download it.
Delete file and go to "previous purchases" to download it.