How do I retrieve previous iTunes purchases I wish to download previous iTunes purchases on my iPhone, but there is nothing showing up in my purchases.  When I go direct and search on iTunes for the music I have downloaded it says I have purchased but wont let me re download.

Any ideas?
You can download previous purchases from the App Store, iBooks Store and iTunes store. The following Apple article outlines what you need to do depending on the store and platform you are using. 

http://support.apple.com/kb/HT2519