From the XrossMediaBar™ (XMB™), navigate to PlayStation®Network > Account Management > System Activation. Deactivate your PlayStation®3 (PS3™) system for Video, then reactivate it again. From there, go back to PlayStation®Network > Account Management > Transaction Management > Download List and try to redownload those episodes.
I'm surprised, with the popularity of the GoT series, you'd think they would make this a priority.
At this point, its basically a race between Sony and my local video rental shop. How embarrassing. Have to go to the box store to own it which sucks because I already have episodes 1,2,3,5,6 downloaded. Half the season. Do we know if all other episodes are fixed?