You can search for some peer-to-peer download site and search for it. The results can be rather hit-or-miss and it IS illegal (though nobody has ever been prosecuted for downloading a TV episode).
One site you might try is:
The site is basically safe. I scanned for any security flaws and it was given a good review. I don't know if they demand money (I don't think so, for episodes) . You'll have to find that out yourself and decide.