Downloading movies for personal use is usually legal especially if you went to some website and downloaded the movie or downloaded the movie from Youtube.
I've downloaded movies for personal use for free through some free movie download websites as well as Youtube and it never has been an issue.
I've also used torrent to download movies for free when I wanted to see those movies but could not afford to pay for those movies.
It's unlikely that you would be caught or charged with anything for downloading movies for free but if you downloaded the movies for free and then copied several copies of them and then were selling them cheaply online then you would get into trouble for it.
But just downloading the movies to watch yourself or share with your family is not gonna get you into trouble.