The Roku app is actually really good at determining where everything ever is currently streaming (or purchasable). It's not 100% perfect, but it's generally correct. I go there first for basically everything.
For example, it tells me Wake Up Ron Burgundy (which isn't even a "real" movie) can be purchases on Prime, Fandango, or iTunes.
Actually, iTunes and Prime have mostly everything for rent, what movies were you actually looking for?