How to make iTunes download all podcast episodes irrespective of listened/not

By default, iTunes will only download the most recent new podcast. You can change this in the podcast settings ("Settings" button at the bottom of the Podcast view):

As a workaround, you can select all items in the podcast list (Cmd-A on Mac, should be Ctrl-A on Windows), open the context menu and select "Update Podcast". This forces all podcasts to update, including the ones iTunes thinks you're no longer listening to.

See also here

If you're on Mac OS X, you can try using AppleScript. Open /Applications/Utilities/AppleScript Editor.app and enter the following:

tell application "iTunes" to updateAllPodcasts

This script will launch iTunes and update all podcasts.

You can save as script and e.g. execute this by running osascript scriptname.scpt in Terminal.

Alternatively, enable the Scripts menu for your menu bar in AppleScript Editor's preferences and execute from there whenever you're in iTunes, after you saved it in ~/Library/Scripts/Applications/iTunes.

Alternatively, you can save it as an application and run it manually, or put in in your Login Items in Accounts preference pane in System Preferences.

You can even use Automator and the Run AppleScript action to create a Service that executes the code above, which is placed in the Services menu. Select all applications or iTunes in Automator to determine in which applications' Services menu this script appears. You can then configure a keyboard shortcut in System Preferences » Keyboard » Keyboard Shortcuts » Services.

GET Available Podcast Episodes v2.1

This script will let you GET any or all un-downloaded episodes of the Podcasts you have subscribed to, rather than clicking the "GET" button for each one individually in the Podcasts playlist.

This does the same as castmaster – at least the bit on this thread, and is free. That site also has tonnes of great scripts.

From Apple's Spport Podcasting Frequently Asked Questions (FAQ)

Q: In iTunes, when I selected the Podcasts setting, "When new episodes are available, download all," I didn't get any additional episodes. Why?

A: This setting only applies to new podcast subscriptions.

The answer may be then to apply the "download all" option to new podcast subscriptions, rather than to existing ones.

See also:
How to manually add missing podcast episodes so they show up correctly in iTunes

iTunes won't download recent episodes of video or audio podcast if you haven't watched the last five or so. Here's how I fixed this problem.

Go to the last five or so episodes of a particular podcast and right click it and choose the option to mark it as played or watched. You don't have to actually play or watch the episode to fool iTunes into thinking you did anyways.

After you have marked all your episodes as played or watched, close iTunes and then restart it. It didn't work for me unless I restarted itunes after I marked them.

Then tell each subscription to update again and it will update with the latest podcast for you. Just keep the recent episodes marked as played and watched, iTunes will keep feeding you your subscriptions.