If you just made a new purchase and the newly purchased item is not listed, try clicking the "refresh" button located in the lower left hand corner within the Podcasts view of iTunes. Typically iTunes will only automatically update your purchase feed once per day. Also double check that you are currently subscribed to your feed, iTunes may unsubscribe you after an extended period of inactivity.
There is a known issue that prevents a purchase feed from updating in iTunes when an item from that feed is in the process of downloading. Please wait for the download to complete then try refreshing the feed.
If your purchases are still not listed please contact customer support