I bought the Avengers movie form iTunes and I did not get the iTunes extra, why?

Hello there, robo415.

The following Knowledge Base article provides some clarification on how the Extras work:

About iTunes LP and iTunes Extras

http://support.apple.com/kb/HT3823

If it hasn't downloaded to your library, feel free to review the information in this article:

Download past purchases

http://support.apple.com/kb/ht2519

Finally, if the issue remains unresolved, you may want to report the issue with your purchase:

How to report an issue with your iTunes Store, App Store, Mac App Store, or iBooks Store purchase

http://support.apple.com/kb/ht1933

Thanks for reaching out to Apple Support Communities.

Cheers,

Pedro.