The new UI change in iTunes 10.1.2.17 had me tripped up, as the download button has been removed from non-downloaded podcast. Thus if you have frequent updating podcasts, and there is a gap, under the old system you could click the download button.
The red arrow shows where the button used to be.
There is now per podcast subscription settings, but the “download all” option which will fill those gaps, will also delete each podcast as it’s listened to.
Well today, I discovered you can just double click on the missing podcast, and it auto downloads.
A very simple UI change, it makes it cleaner, and still allows users like me to do what you want, but very non-discoverable, unless you have the habit of double clicking everything…
[_Update: One day later_] The new 10.2.0.34 release has the buttons back.