a) Grab a copy of your favorite show or movie as a blu-ray and rip that (which is illegal in most jurisdictions, as you have to break the copy protection).
b) Watch it on Netflix and grab it from somewhere else (which is also illegal, because you don't own it if you have Netflix)
c) Don't care at all and just download the stuff "from sources".
d) Just watch open or initially free stuff. That's even harder.
It's pretty hard to stay on the safe side for this kind of thing.
Maybe we will see the same we had with the music industry some time ago: It's possible for me to get a FLAC album without DRM nowadays from perfectly legal sources. Not every album and every niche, but I can buy it and own it. Maybe the movie industry will have the same moment in the next decade.