I get you.

By the letter of the law, you can make backups of your own media for yourself, so anything you legally own a copyright for, you may take a backup of the original media for yourself.

To stay 100% legal, you may never share this content with anyone.

Practically, however, after the whole RIAA lawsuits, which got a lot of press, it's actually cheaper and more profitable for companies to make the media available to civilians through legal means, than it is to sue them. The RIAA found that out the hard way, so actually getting caught and sued for having/sharing pirated media is pretty much not going to happen. You'll get scary sounding letters from your ISP (who is legally required to forward them to you from the MPAA), but that's about it. It's unlikely to ever go further than that.

Still, you should use a VPN if you're going to go that route.....

That's your options, do whatever you want with that information.