Hi birdienum,
If the available episodes have not automatically downloaded, I would manually "Check for Downloads". This article may be helpful:
iTunes Store: Where can I download and sync my purchases?
http://support.apple.com/kb/HT3951
You may also override the download queue and download your purchases using your computer no matter what device was used to make the purchase. For example, you can purchase a movie on an Apple TV and the movie will be added to the Apple TV download queue. However, you may also go to iTunes on your computer, sign in to the iTunes Store, and choose Store > Check for Available Downloads and be able to download the movie using your computer.
If that does not work, lets check to see if they are in your purchase history. To download previous purchases, see this article:
Downloading past purchases from the App Store, iBookstore, and iTunes Store
http://support.apple.com/kb/HT2519
Enjoy!
Matt M.