Can you download movies that you have rented on the films and TV app instead of streaming...

You can't download the movies

Some mobile platforms allow this, if you use an HDMI connection from the phone to the TV it should do what you need

Hello Tobysearcy!

There are multiple ways to enjoy content on the 360, you can either stream, rent it or buy it. In the following link you can find info about the apps and services provided to watch movies.

https://support.xbox.com/en-US/xbox-360/apps/movies-and-tv-info

Do you have the Movies & TV app installed?

You can still rent and buy movies in the store but need the app to watch them.

You need to download the films & TV app on your Xbox. Then start the app, and your movies should show up for you to watch. https://www.microsoft.com/en-gb/p/films-tv/9wzdncrfj3p2?activetab=pivot:overviewtab

The online Streaming isn't great but when you rent games/movies to be sent to you, they are much better and more choice. Netflix is much better in my opinion on the streaming side.

It isn't the companies fault, it is the other competition that is buying and using the rights, film rental stores- such as Blockbusters, TV Companies- such as SKY. They can't bring out the latest stuff though as people wouldn't bother with the Cinema or
other sources as soon as film get released if it is cheaper and easier to view from your house and film companies and movie stars would loose out. They also have to be careful as they come out in certain countries before others.