On the internet you can find just about anything and these days many are are using it to download movies, tv shows, music, documentaries and much much more using programs like BitTorrent.
"Warez" which is the name often used to describe programs, videos, music and anything else that is traded for free online. Whilst there is more more legal downloads available including new movie rental companies, it is still warez that is responsible for the vast majority of the downloads.
Warez are initially released online by organized groups in what is collectively called the "Scene". The scene is very well guarded and security conscious given the fact that they are often trading in copyrighted works in violation of copyright law.
Whilst warez is available online from a variety of other sources, including newsgroup binaries and ftp servers, it is P2P or Peer to Peer file sharing that is the only method the vast majority of users will ever use to download movies, tv shows and music. P2P is the sharing of files between large groups of people and the big daddy of the P2P scene is BitTorrent.
Other P2P solutions include Limewire and eDonkey but none provide the sheer power and capabilities of BitTorrent and by far the easiest way to download large files like movies, tv shows and music albums from the internet these days is using BitTorrent.