I too want to stop contiguous play to the next episode when watching TV programmes in a Series. There is a worse problem that the Video App and IOS8 creates. There is no pause between programmes and if the next programme is not in the IPad's memory it immediately tries to stream from the Computer running ITunes and if it is not available then streams through the internet without asking permission even when the app is shut down and even when the IPad is turned off. The download only seems to stop when the memory is effectively full If I was in a big town with fast and unlimited downloads this would not be problem but currently being in an area with Microwave dish access with slowish download speed and 60Gb / month limit this is a serious problem. The consequence is not a flat battery as it is plugged in to charge overnight, but the IPad memory is filled to within 1 Gb of its capacity with messages staying storage full. I must say that whilst I understand the requirements of some people of pop videos being continuously played but is it beyond the wit of Apple to give us the option?
The same problem has been present in my now slightly elderly IPod. I listen to Audiobooks and the OS has contiguous play enabled on that with only a shuffle being the alternative which is really frustrating.
Only yesterday I bought two tv series and if Apple do not solve this problem soon I will seriously be looking at other platforms or not buying content other than Apps through ITunes.