How do I sync AppleTV purchases from iCloud to iTunes?

I recently purchased the most recent episode of Psych on my Apple TV but am unable to transfer it to iTunes.

I was able to do this with a previous episode but can't recall how.

I've tried going to Store > Check for Available Downloads... but it says I don't have anything to download:

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I am using the same Apple Store account between the Apple TV and iTunes.


Go to the iTunes store homepage and click "Purchased" in the Quick Links section. This will bring you to a list of all content that is available for redownload for your account.

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