Download an app called AV Player, enabling you to playback most video file types- apple restricts this to only one or two through their video apps. Once you have this you will be able to put pretty much any type of video format directly on to the app which means you can put download films not only from the itunes site, which gets expensive if you are looking to get a good few. Utorrent filesharing software, which you can download by typing it into google allows you to download films and programmes for free, as someone who is absolutely against illegal downloading I would never do this but it might work for you. All the best.
