Cannot copy files from my Macbook pro to any USB Device

Hi, i never had this problem before until today. I want to copy a movie from my computer to USB and it does not work-I press copy item and then when i want to paste it, it does not even show paste the item, only eject, get info, view, arrange by, show view options. What could be the problem? I tried several USBs and in none of them i could copy the files.