By default, TV show episodes and movies will not shuffle in iTunes. This is most likely a design choice on Apple’s part, intended to prevent users from accidentally wasting a MacBook’s battery power on endless videos. If you want to enable shuffling for videos, select one or more of them, then choose File > Get Info (⌘+I). In the info window for your file(s), go to the Options tab and deselect “Skip when shuffling.” This will allow iTunes (and I believe iPhones and iPods) to shuffle those videos. This is great for, say, mixed media playlists or shuffling through episodes of a TV season.