Please follow this instructions:
1. Make sure to have internet working on all your devices.
2. Make sure to be logged in with the same iCloud account on all your devices. (Go to Settings > iCloud)
3. Make sure to activate iCloud Documents and data on all your devices. (Go to Settings > iCloud > Documents and data)
4. Re-start completely the App on all your devices (double tap on the home button to show the last used applications.Make a long tap, at least 2 seconds, on the iTV Shows icon. A red button appears.Tap on it, it’ll completely quit the application, then re-launch it.)
Then, add a new shows or mark an episode as watched. It can takes several minutes before the sync occurs.