If you have bought the movies through iTunes store then there is no problem as they are already there. If the movies have not been bought through iTunes then there is probably no way due to the copy protection applies to movies these days
if you can access itunes on your phone you can download music through there ,but if not you can use itunes on your computer , download them through there and synchronise your iphone with your computer.
Once you download a song that you bought on iTunes to your iPhone, it's yours to keep. You can sync it with your iTunes in your computer and play it through there or burn it to a CD.
Plug in your iPhone. Connect to iTunes. Click Sync.
Sync your iPhone to iTunes on our computer
buy them from the appstore, on your computer through itunes, or snyc previously bought apps through itunes
activate the phone first and then sync it with your itunes on your computer
yes, from itunes on your computer
Download iTunes
itunes will back up your apps when you sync your iPhone if the computer is authorized (store-authorize computer in itunes).
Via iTunes, add the .ipa files to iTunes Library and sync with the iphone
sync you Iphone with your Itunes library.
Connect your iPhone/Pod to your computer/laptop, open iTunes and sync your iPhone/Pod. The apps will then appear in your "applications" tab of iTunes.