Hi Zozo,
Two things to check here to figure out what happened. My first educated guess is that in your iTunes preferences under "Advanced", "Copy files to iTunes Media folder when adding to library" is UNchecked. This option needs to be checked so that your files are actually added into the library. Otherwise, the videos will play from wherever they were downloaded to and if moved or deleted from that location will fail to play anymore. Herein seems to be the problem and the second thing to check to see if it is happening: your downloads folder for your browser was probably emptied either by the browser (or many "disc maintenance" utilities monitor and empty this folder, also), thereby deleting your copy of the video file.
What you can do:
First, search your disc for the names of the files and see if by chance they might be located somewhere else on your hard drive. If so, drag them into the iTunes window. If not...
Second: Make sure the items mentioned above are checked in iTunes (it should be checked by default, though), then, unfortunately, re-download the videos. This time, they will physically be copied into iTunes and be available no matter what happens to the originally downloaded file.
Third: Back-up your original downloads onto a DVD or another hard drive so you always have a copy of the original available.
Hope this helps...if not, please let me know and we'll trouble shoot further.