Each or every

Which of the following is correct?

Separate files are there for each episode.

or

Separate files are there for every episode.

or

Any other alternative?

Thanks in advance.

‘Each’ and ‘every’ are interchangeable in that usage.

If you are speaking of a particular location, either of your sentences is acceptable.

If you aren’t speaking about location, you would definitely need to make adjustments for the more common form:
There are separate files for each episode. / There are separate files for every episode.