How do I remove videos from iPhone I have a few videos on iPhone under the Videos app, not Photos.app video stream.

I have synced with iTunes, unchecked sync videos etc, and they have still not been removed, even though they are unchecked in iTunes. 

The videos were bought on the iPhone if that makes a difference.

Please note: I have looked at this question which relates to video files but they are through the Photos app not iTunes and the Videos app.
Try to manually delete them (swipe right in the list view, then you should get a delete button) on the device.