how do I download purchased movies from apple tv to my laptop?

You can re-download content purchased from the iTunes store (availability varies depending on location) using the purchased option from the Quick Links section in the top right corner of the iTunes homepage in your iTunes application on your computer.

The movies were not purchased via iTunes, they were purchased via Apple TV. These movies do not appear in the Quick Links section of iTunes. Thanks anyway.

If you are making purchases on the Apple TV that would be from the iTunes store and content would appear under the purchased movies section accessible via the Quick Links. This does not apply to rentals.