Movies wont work, why?

I have movies and tv shows I bought from the apple store thing is, everytime I want to watch one and pull it up it says it can't locate it. I have went to the folder in my itunes folder and there is nothing in them for each of the ones I have. I try to pull them up to watch them and I get this box that pops up and says cant locate and when i push the buttons to locate it it takes me to some analog folder. What can I do to fix this, i would like to watch the movies I have purchased. Thanks so much.