I would imagine you could..
The file should be in your iTunes folder under iTunes Media.. That's how it works for music anyway so should be the same for movies..
Getting them onto a DVD is a different matter... Most DVD players these days will play video files off the internet but it will just be the file burnt on the DVD not like one you would get from the shop... It also depends on the types of files your DVD player will play.
If you need any help with that just let me know ๐
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You keep using that word, I do not think it means what you think it means
