If you're talking pirated movies, you can get some here:
http://www.imaginers.com/iw/enter_movies.html
They've got stuff that's still in the theaters.
I haven't tried downloading any, as I just use dialup. You need a high speed connection to download those huge files. Keep in mind, that sort of thing is illegal, and the picture quality won't be very good on most of the downloads.
Now that I'm on the topic, does anyone know how sites like that one manage to stay open? I don't understand why they don't get busted, since they're obviously breaking the law.