It seems like Rhythmbox has a bad habit of not downloading some of the podcast files completely:
But I don't seem to find the option of re-downloading the episode anywhere. Deleting the episode, either from within Rhythmbox or from the file system doesn't help.
Best Answer
Workaround: Right-click on the file, click Properties. Click on the Details tab. Copy the Source property to clipboard. (you may have to stretch the window to see the whole URL). Go to the download location in terminal.
Make a mental note of the file name Rhythmbox saved as (not the same as download file name, but similar.)
wget
will auto-retry until complete.