If you go to a legit website and purchase the movie to download and watch for personal use then that is nor illegal.
But downloading movies for free can be illegal especially if the movie wasn't supposed to be watched or downloaded for free.
If someone uploads a movie to Youtube and they don't own the copyright to the movie then that is illegal but likely they'll just get a copyright strike and the movie may likely be removed.
If you download the movie then nothing will usually happen to yourself since downloading videos from Youtube isn't illegal.