Does it have a little cloud icon in the lower right corner of the thumbnail?
If so, the show isn't actually downloaded on the iPad. Instead what you are seeing is a show that was purchased (or previously downloaded for free) in the iTunes Store. You can tap on the thumbnail to download it.
If you son't want to see all of your purchased iTunes Movies, TV Shows, and Music Videos; go to Settings > Videos and turn off Show iTunes Purchases.
Sometimes updating iOS will default a setting, or few. Most likely this is what happened.
If there is no cloud icon, tap the Edit button at the top right of the screen, then tap the (x) on the icon to delete the video.