Q: I can't download movies from itunes?

What do you mean by "can't download"? Do you mean that movies aren't available in the iTunes Store? If so, that's probably true. See:

iTunes Store: Which types of items can I buy in my country?

Or do you mean that you can see movies but are having some sort of problem in purchasing and downloading? If so, you need to provide full details about the problem - your model of iPhone and the version of iOS it's running, if you're attempting to buy from your iPhone - and exactly what's going wrong, including the full text of any error messages. Otherwise we have nothing on which to offer help.

Regards.