Assuming you have AppleTV 2 or 3 (black models), are you checking under the TV Shows Purchased list or searching for them? Or are you looking under Compuetrs icon?
Are they in iTunes on computer and can you play them?
Are the purchases SD or HD? AppleTV 2 or 3 have an annoying habit of not listing SD content when browsing/searching if itunes store settings on AppleTv are configured for HD, but I'd expect them to show in Purchases.
For example when browsing the store on computer you may find an SD copy of a movie but no HD version - if Appletv is configured for HD store searches it doesn't offer SD if there's no HD available! AppleTv 1 used to just offer purchases in any format available.
Purchases 'in the cloud' are not guaranteed to always be there either should the studios decide to change their licencing to Apple, so always best to download a copy to itunes just in case.
I am having the exact same issue. Bought Downton box set 1, 2 and 3 on Apple 3 TV about a month ago in HD. Everything was fine, series showed on TV under TV Shows; Purchased. Then on Fri Jan 10 the box set seems to have fallen off iTunes and it is no longer listed on Apple TV under TV shows; Purchased. I've verified under same iTunes account on Mac that no iStore purchases are hidden, including TV shows. I have verified on Mac under same iTunes account; Purchases, that the box set and all season 1, 2 and 3 episodes were purchased and are in the cloud. I've now started to download the episodes onto my Mac from the cloud but as they were bought in HD this is going to take awhile and eat up memory space on my Mac that I really had not intended to use, nor should I have to if the Apple TV would behave as it has done up until Jan 10. If my Mac is on I can see the purchased Downton episodes on TV under Computer; and my iTunes account. I can also search the series on TV; find the episode I want; select and Apple TV does recognize that I have purchased this episode and the download from the cloud begins, but neither option is as convenient as just looking under Apple TV; TV Shows; Purchased. Something has changed...and not for the better.
I was able to find the episodes I purchased under the search process. I talked to the Apple iTunes Account person last night and she said I should have access under the TV Shows Purchased. I have older shows under TV Shows Purchased and they show up as expected. She was not sure why I needed to search for the episodes. Via the search process they are in the Cloud and I do not have to pay to watch. Now I am concerned about Apple losing their license for a TV show and what we purchased could disappear. Is this correct. What is Apple's responsibilty?
........Now I am concerned about Apple losing their license for a TV show and what we purchased could disappear. Is this correct. What is Apple's responsibilty?
Unlikely to happen anytime soon, but could.
A few months ago a coupel of Disney titles were removed from itunes store and disappeared from teh cloud - there was some outcry and Disney eventually allowed people who had purchased to redownload.
If you read the terms and conditions for itunes store they say somewhere that items can be removed from teh store/cloud at any time - Apple would not be liable for anything. If you had your own copy downloaded to iTunes (and backed up to cover failure of that computer/storag) you would still be able to play that item provided iTunes had not gone bust - you never know in 10, 20 years who will be top dog in the arena and which services will have failed.
To me this is also frustrating due to Apple's obsession with everything in the cloud which is all when and good if you want your documents files out on a potentially hackable server, but there is a small risk associated with this kind of thing. I think everyone just assumes that Apple's cloud will be around indefinitely, but in reality you just don't know.