I had previously had trouble with setting up a season pass for a series which is only on once or twice a week, after this week's showings have finished (and before next week's showings appear in the guide on my tivo).
Normally I add Season Passes by going to Guide, navigating to a showing of the series I want, selecting the showing and using Season Pass or Other Options. But you can't select a showing in the past that way.
Apart from the obvious (but frustrating) answer of waiting a few days until the next showing is in the guide, today I found another way to set up a season pass for a series you recently missed.

I noticed that
TiVo Central > Find Programs > Record by Time or Channel
and then either Browse by Time or Browse by Channel will let me select yesterday and part of the day before (after 11am, presumably midnight UTC/GMT).
I can then select a showing of a series which was in the recent past, and get a season pass for that series.