Whichever way and whether it is legal or not legal to put a movie onto portable media, the Samsung Tab can use its own SD card which can be up to 32GB and I have heard of some using a 64GB card with success plus there had been - and you should still be able to get from Samsung - an adapter to plug any USB device or memory into the tablet's input/output socket so you could use USB stick drives, etc. for your media. This greatly increases your tablets storage capacity for media and documents. You probably already know that apps won't run from the external SD card or on a USB stick with the adapter.
Once you have your media accessible, you can use the included media player or there are a lot of other media players that play a larger variety of formats.