If you illegally download copyrighted movies without paying for them and you're caught you could face a few years in jail or be fined $150,000.00 per movie you download illegally.
Usually though just downloading a movie won't get you into trouble but when you use BitTorrent and then either uploading them or sharing them can get you into big trouble if caught.
It's best to not even bother illegally downloading any movies because the fee you pay to legally download the movie or file is cheaper than the fine and possible prison time.
The law enforcement are really cracking down on illegally downloading movies and files and will usually catch on and then you'll be in some big trouble that isn't worth it.