Deleting Movies from iTunes library

I typically keep several films on my MacBook for when I go travelling; I leave the rest on an external HD. I have 13 downloaded currently.

Three of them in particular are seemingly stuck in my library; they don't exist anywhere else on my computer, not the iTunes Media folder, not on any volume, nowhere. To further confuse things, I can re-download a properly functioning version from the "Not In My Library" section of the "Purchased" page on the store, it seems almost like iTunes doesn't even know they are in my library.

I figured at first that they've been downloaded onto iCloud, but I can't delete them from my library either - pressing "Delete from Library" does nothing. It's set to show only downloaded files, nothing from iCloud, so I don't know how it could be that anyways.

It's only those three acting up like this, the rest of them (and any others I download) can be deleted in the typical way.

Anyone else having this problem?