There are torrent sites or whatever, the pirate bay and others where you download for free.
The bad thing about downloading is whilst downloading, it slows your pc, it takes a lot of time as well so you have to wait. Plus if you're watching a movie that you dont know what its about, sometimes you like to skim through the movie to see if you like and stuff. Thats good with when you watch straight from the site, where as if you download and you dont like the movie, you have to delete it but you have just wasted time downloading for nothing. So this is good when you watch from the site so you can just skim through.