Hi lrsalino,
Thank you for contributing to the Apple Support Communities.
If you're not seeing video on your MacBook Air or Cinema Display when watching a movie from the iTunes Store, I recommend the troubleshooting steps found in Get help with video issues on external displays connected to your Mac.
This article covers a wide range of troubleshooting to help solve the behavior you're seeing.
If those steps don't solve it, you may also want to Report a problem with an item purchased from the iTunes Store, App Store, Mac App Store, or iBooks Store.
Cheers.