Hello Andy Nielsen,
Thanks for using Apple Support Communities.
I understand you're trying to find the iTunes Extras in a purchased movie on your Apple TV (4th generation). If you're not seeing the menu when opening your movie, then you are likely using Home Sharing to view the movie. Instead, you will want to select the movie from the movies section as described below.
Here’s what you need to stream the new iTunes Extras:
- Mac using OS X Mavericks v10.9.3 or later and iTunes 11.3 or later
- PC using iTunes 11.3 or later
- Apple TV (2nd and 3rd generation or later) using Apple TV software 6.2 or later
- iPhone, iPad, or iPod touch using iOS 8 or later (You need to connect to Wi-Fi. Extras won't appear if you're connected to a cellular network.)
- An active Internet connection
You can use the steps below on your Apple TV, Mac, PC, or iOS device for any purchased, HD movie that features Extras:
On your Apple TV, select Movies, then select your movie to see the Extras menu. Extras aren't available from the Computer tile on Apple TV (Home Sharing).
Buy and play movies with iTunes Extras
Take care.