I downloaded two movies but they won't play and they are not in my purchased movies

You can view account's purchase history via the Store > View Account menu option on your computer's iTunes, or (on the current version of iTunes) by clicking on your name towards the top right of iTunes and clicking Account Info on the popup) : See your purchase history in the iTunes Store - Apple Support

Or on your iPad, or on a browser on a computer, you can view the last 90 days purchases on your account (and optionally contact iTunes Support if you have a problem with a purchase) via http://reportaproblem.apple.com

• Make sure your computer is authorized using the Apple ID that you used for the original purchase.
• Make sure your iPhone, iPad, iPod touch, Apple TV, Mac, or PC is associated with your Apple ID.
• Make sure you’re in a country where iTunes in the Cloud is available.
• If you’re having trouble downloading an item, make sure you can download the item again from iTunes in the Cloud. You might want to sync the content to another device instead.
• If you can't find the item that you purchased in the iTunes Store, report a problem with the item. You can report a problem with a purchase made within the last 90 days.
• Lastly contact iTunes Store support.