Locating and transferring home video files from Apple TV to MacBook Air

I've a couple of home videos that I digitized and I can see them on my home videos on Apple TV. They play ok and everything. But I want to copy them over to my new MacBook Air and can't find the actual files for some reason and can't seem to transfer it like airdrop or anything.

Please advise.

[Re-Titled by Moderator]

Original Title: Can't find downloaded home video files that appear on my Apple TV. Want to copy and move them, they are my own home videos.