If they are still in the store (and if you haven't moved countries since buying them) then you can redownload them from the cloud by clicking on your name towards the top right of the iTunes screen and then click Purchased on the popup, or go to the Purchased link under Quick Links on the right-hand side of the iTunes store homepage, or if you tick the 'show iTunes in the cloud purchases' tickbox on the Store tab in iTunes > Preferences (command-comma) they should show in the Movies part of your library with a cloud icon against them for redownloading.
You can then copy them to your external drive