Not all purchased game content needs to be downloaded because it will work immediately. For example season passes and subscriptions are active straight away and will appear in your Services List and will be added to your account without any further action required.
You can check your subscriptions and season passes by going to [Settings] > [PlayStation Network] > [Account Information] > [Services List] and press (X button) to show all service entitlements.
Video is delivered to your PlayStation 4 by streaming - you do not download a copy of video purchases to the console. If you would like to view a video purchased on your PlayStation 4 on another compatible Sony device you can download it to that device. You can stream a purchased video to your PlayStation 4 as many times as you like as it is yours. Videos can be found in the [PlayStation Video] section of the Content Launcher.
Rented videos are also subject to restrictions on how long they may be viewed for. Check the article about PlayStation Video for more details.
Check that the purchase is showing in your transaction list. Click here to find out how to view your transactions. If the content is visible on your transaction list, find it in PlayStation Store and re-download it. However, if you are asked for payment and you have already paid, contact us before downloading the content.