iTunes show downloads

If this is in the wrong forum, then hopefully it gets moved to the right one. I wanted to know if I download a show from iTunes for free (usually a first episode from a season) can I view it offline? Do the shows that you have to pay for only allow viewing offline?

I ask this of course because I cannot view a free show offline without being connected to itunes. I am hoping it does not apply to every show or movie that is paid for.

iTunes performs a brief check to verify your account (ie that the account that "bought" the show is the one playing it) but beyond that doesn't need to be online IIRC.