Usually, unless you pay for it, the downloading and streaming of movies, series, books or music is illegal. You can legally download and stream old works in the public domain, but when websites are offering you recent stuff for free, it usually is not strictly legal.
Next to our Public Domain works, however, we also offer lists of new movies, tv series & ebooks that are made available through third parties like Hulu or Snagfilms. These websites have bought up the rights (or made a deal with distributors) to be allowed to offer these works for free. This means they still hold copyright, but when streamed solely on that website (not allowed to embed the videos) it is perfectly legal to watch it. Unfortunately, currently most of this websites are restricted to IP addresses located in the US.