I imagine which iPod you have is relevant here. Honestly I haven't used an iPod in years and so I'm not sure here but I believe the newer iPods are similar to the iPhone in that they are all touch screen with access to the iTunes store. If so, you can simply go into the iTunes store and download those albums if they were purchased with the same iTunes account on all devices. Go into the iTunes store, select the "More" option at the bottom of the device and select the "Purchased" option. From there you should see all of your purchases.
Alternatively, you can connect your iPod device to iTunes and sync your purchases.