In June, Apple rolled out iTunes and iCloud integration, which gave users the ability to download their music purchases onto other devices and to automatically sync new purchases across all devices.
The addition of TV shows means that movies are the only media type that are not automatically backed up to iCloud.
John Gruber of Daring Fireball discovered cloud support for TV shows when he installed an update for his Apple TV 2. The update also means that Apple TV users can now purchase TV shows, rather than just rent them. It also means that users can stream previous purchases from an Apple TV, without having to link up to a Mac or a PC. This instantly adds more versatility to the device.
As for iTunes and iOS users, the "Purchased" section of the iTunes store now carries a heading for "TV Shows."