This is especially true if you want to deliver them back to the users in the context of a web application. If you place this kind of content in a database, you'll need to serve them with your application.
If you use files for this content, you get two interesting options. For one, you can use any stock web server like nginx to serve these files - and nginx will outperform your application in this context. On top of that, it's easy to push this content onto a CDN in order to further cut the latency to the user.