TV show downloads have been available for everyone, but for most, it has been locked down to just iTunes. This has now changed due to an over-the-air update to the Apple TV boxes in Canada, Australia and the UK.
Apple TV is now a source of TV downloading, for between $2.49 and $2.99, you can download full downloads of your favorite TV shows and watch them over and over again. Apple have just recently traded single TV show episode rentals for a TV show downloads service, which is great.
Every episode purchased will be streamed with no limit from the iCloud storage locker. If you have an Apple TV, turn it on, it should pop up saying an "update is available," update your Apple TV. If this doesn't work, go to Settings, General and then Update. After that, enjoy streaming TV episodes on the cheap!