For the first time, I had synchronized some iTunes U videos between my Mac and my iPhone and I was looking forward to watching them on the train. However, when I opened the "Videos" app on the phone, it just displayed the message "No Content. You can download videos from the iTunes store." There does not seem to be any other app on the phone that could play the videos.
When I connect the phone to my Mac, iTunes clearly shows that the videos have been transferred to the phone (On My Device > iTunes U).
How can I play the iTunes U videos on my iPhone?
(iPhone 5S, iOS 8.3, iTunes 126.96.36.199)