I have the Seagate Wireless Plus drive that Fizz linked to and can confirm it works great. With 1TB of storage you can put lots of content on it.
I also have a Western Digital Wi-Drive which is the same type of thing as the Maxell Airstash that troll3193 linked to but without the removable storage. The Wi-Drive and Airstash use solid state memory so they are smaller and lighter than the Seagate drive which uses a regular hdd. However, the Seagate's storage capacity blows the others away.
Any device that has wi-fi capability can connect so I use the drives with my phone, tablet, netbook or laptop.
These things are great in that you can have 3 devices connected to them playing 3 different movies without a hiccup or stutter.