I think I should rephrase the question. What I meant was how do "YOU" , as in how are other's putting movies on their SP3s to watch away from WiFi.. For example, are you just downloading? Do you like to USB transfer? Do you use an App?
I guess it did come though as a "How to" question.
I rip DVDs on my laptop. I copy the resulting MP4 to a 3Tb external USB drive that I use for backups. Plug that into the Surface and copy to the 64Gb external microSD card. I'm needing a 128Gb card now though.
Using built in network sharing I transfer files to the surface over the home network. No need for usb or sd cards.
I use Mplayer classic for videos. Winamp for audio.
go to codecs.com for the latest codec pack to play most all formats in one simple pack (klite is what I use).