For work in the public domain, that's one thing, but for work which is still copyright protected, you can actually be sued for (shockingly enough) making copies of it.

Generally, though, most countries only care if you distribute copies of something (even if you're not making money off of it), but that's not to say that the concept of "distributing" hasn't been stretched pretty thin in the past.

Rightsholders have gone after businesses and private individuals just for playing sports events on radio or TV audibly/visibly enough to have an "audience", thereby infringing on broadcast rights. Even if they're not charging a thing for it. Feel free to read this and see how far the insanity goes.

If I buy a book and make copies of the pages to takes notes on, that's usually fine. But if I make a copy and give it to a friend...