You can create a view that lists episodes that references the show. This is done using the module Views.
Go to admin/structure/views/add and add a view, call it episodes and create a block display.
Create a new view and a relationship, the label will be "Entity Reference: Referencing entity" and as description you will see "A bridge to the Content entity that is referencing Content via field_YOURFIELD".
Then add a contextual filter called "Content: Nid". In the settings for the filter look for "When the filter value is NOT available" and choose "Provide default value" and choose "Content ID from URL".
Your settings will look something like this (I removed the second column to make the image smaller).
Now go to admin/structure/block and place the block you created (if named the same as my example it will be called "View: episodes") and place it in the region you want it to show.