Most movies and documentaries can be downloaded for free from the Internet via one of the BitTorrent trackers or some other type of file sharing. To download a file using BitTorrent you need to have a BitTorrent client, and µTorrent is the world’s most popular and probably your best choice. Of course, if you prefer, you can use some other BitTorrent client.
Downloading movies from the Internet without paying for them is often considered a violation of copyright laws and is illegal in most countries, but some governments (e.g. USA, Germany, Singapore, Finland, etc.) are more eager than others to impose these laws. If you live in such a country and don’t want to be fined, you should learn how to browse the Internet anonymously and find out other ways to protect yourself online.
I have all these films (and many others), so if you know someone who lives in Serbia or who will be visiting soon, you can contact me via email firstname.lastname@example.org and we might arrange something…
Media player I usually use for watching movies is the VLC player which opens almost all formats of video and can easily read and adjust subtitles. Subtitles for most movies can be found through the site subtitleseeker.com or some other website for subtitles, but sometimes a translation is impossible to find and after an hour spent you can only conclude that the translation does not exist on the Internet, or at least you weren’t able to find it.
So, have fun and take care ;)