Like images, movies can be produced in various ways. They should be in either MPEG format or QuickTime format. The movie below, for example, was produced by Maple and then converted to QuickTime format and "flattened" by the utility ConvertToMovie. Flattening converts Macintosh files to a common format that can be used by other computers.
Like other material on the Web, movies can be copied and examined on your own computer. The utility that you use to play movies on your computer will give you the option (in the FILE menu) of saving a movie for local use.