Not just movies, it also lets you download music and books. The Internet Archive is also one of the best free movie download websites. You can use any of these movie downloading sites for free. Here are the best movie download sites that are free to use.
As soon as you start streaming, it will give you the download links. I recommend Stream Video Downloader extension for Google Chrome. Some of the websites in this list just offer streaming of content, so you need a third party to download it. Also see: Best Websites to Download Subtitles