Why did 2 of 3 TV episodes disappear from my iPad Air?

[iMore Question]

I am currently downloading Boardwalk empire season 5 from iTunes. Once I agreed to pay it started downloading. I thought it would be best to download one episode at a time as in Mexico and wifi in the hotel quite slow. It had downloaded the first 3 episodes and saved them in videos so I could watch without an Internet connection and in airplane mode. However during the download of the fourth episode, the first and third episode have disappeared in videos and I am having to download them again, yet episode two I can still watch. Why has it done this?? I am using an iPad Air

 

[Bigeric23]

Some people have had this issue, and I'm not sure why. However, if you purchased them, you can download them again.