Why can't I use Siri to find stuff in my own Movies / TV Shows that I already have in my iTunes library?

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About Search on your Apple TV (4th generation) - Apple Support

Search for movies and TV shows in multiple apps at once

Use Siri (in select countries) or the Search app to look for movies and shows across apps on your Apple TV (4th generation). You can search by title, genre, actor, and more. With Siri, you can also refine your search as you go.

When you look for content with Siri or the Search app, Apple TV checks these content providers, with more coming soon:

• United States: Movies and TV shows in iTunes, HBO GO, HBO NOW, Hulu, Netflix, PBS, PBS Kids, SHOWTIME, SHOWTIME Anytime
• Australia, Canada, France, Germany, and United Kingdom: Movies and TV shows available on the iTunes Store and Netflix
• Other countries and regions: Movies in iTunes

To look for content in one app at a time, just open the app and use its own search function.

About search

• You can use the Search app to find Apps in the App Store. Siri doesn't search for apps in the App Store.
• If you have an Apple Music membership, you can use the Search app or Siri to search Apple Music.
• The Search app and Siri don't search Home Shared libraries.