Time Machine backs up the changes on your Mac. If you delete a movie from your Mac, then Time Machine will delete the copy of the movie on the Time Capsule at some point in the future.....you cannot know when.
The whole idea behind having a backup plan means that you have an "original" copy of the data on one hard drive...and another copy on another hard drive.
When.....not if....one drive fails, you have a copy of your important data on the other hard drive.
But, If you delete a copy from one drive, now you have no backup if the hard drive fails.
Suggest that you spend some time to learn about Time Machine.