It’s being heavily commented, but this month’s transition to September PS+ content in the PAL countries is a bit of a shambles.
I myself have experienced the missing content.
At the moment, what you have to do is to find each individual game in the store and download it from there.
For Sam & Max, you have to get the trial from the demo’s section for Episode 1 and Episode 5 from the ‘latest’ section as well as all the episodes 2-4 and the unlock from the game’s own section.
Hopefully they get this sorted soon and remove the need for this workaround.