Ok, so, I hate to suggest this because it seems blatantly obvious, and maybe I’ve missed something major, but what the heck: you do realise that you can scroll down in the window you have taken a screenshot of, right?
Under the ‘Movies’ tab, the rented movies are listed first, followed by TV Shows. But if you just scroll down a bit, the movies are there.
This is how it looks in iTunes for me. Firstly, an [almost] identical screenshot to yours here. As you can see, there is a scrollbar on the right, which would lead me to believe that there is more. Could this be?!?! Let me brush by mouse’s scroll wheel…
Oh… oh… OH! Oh no he didn’t!
… ... ...
Oh yes he did! Ta-daa!
If the movies aren’t listed in that bottom box like they are for me, read one of the millions of answers above (like you probably already have). However my guess is either the ‘sync’ box next to movies is unchecked, OR none of the movies in the sync box are checked. Doing either of the above should enable you to once again sync your movies onto your iPhone without ever having to worry about Apple trying to elaborately rip you off ever again. Ahem. =P