As others have noted, you can’t LEFT JOIN directly in a DELETE statement. You can, however, self join on a primary key to the target table with a USING statement, then left join against that self-joined table.
DELETE FROM tv_episodes
USING tv_episodes AS ed
LEFT OUTER JOIN data AS nd ON
ed.file_name = nd.file_name AND
ed.path = nd.path
WHERE
tv_episodes.id = ed.id AND
ed.cd_name="MediaLibraryDrive" AND nd.cd_name IS NULL;
Note the self join on tv_episodes.id in the WHERE clause. This avoids the sub-query route provided above.