DRMd video files from the iTunes store are the only thing I can think of that can't be easily used outside of Apple products
That is the lock-in. A lot of people are pretty heavily invested in DRM'd Apple content now. They're not going back to Windows and they're sure as hell not going to Linux.
Where's the legal non-DRM alternative for purchasing TV shows and movies, though? (The illegal ones of course run fine on Macs.)
What do you mean when you say they're not going back to Windows? -- if they're not, it's because they've switched to the Mac and like it better, not because they're locked in, since their iTunes stuff plays just fine in iTunes for Windows.
There isn't really a good non-DRM alternative and the longer Apple rules this market the less likely it becomes that there ever will be one. Personally I think subscription services are the future here though.
I'm sure that many people that switched from Windows to Macs are enjoying the experience. The point is that what they did voluntarily today they may be compelled to continue doing in the future because it's too expensive to switch. A lot of people enjoyed life on Windows at first too and realized much later they were trapped.
Not video, but I still buy my e-books on Amazon - much wider hardware support (PC, Mac, Android, iPhone, iPad, Kindle). Not to mention Amazon has no incentive to prevent me from reading their content on someone else's device.
Even though they are all DRM'ed, my money feels more secure with Amazon than Apple.
That is the lock-in. A lot of people are pretty heavily invested in DRM'd Apple content now. They're not going back to Windows and they're sure as hell not going to Linux.