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In the iTunes "Get Info" dialog box, you can name the "Show", whether it's a TV show or a series of movies, and any other files with the same show name will be grouped. You can batch-change files to save time. For TV shows with multiple seasons, you can put in a season number and episode number for each file, so that the shows will be listed in the correct running order.
Any change you make in iTunes will only be stored in the iTunes library. If you want to embed the information into the files themselves, use Subler or MetaX to tag the files in the same manner as above. To force iTunes to update the data from the newly tagged files, simply call up the "Get Info" box for each one (individually or as a batch), and it will update.