A lot of things could be causing this. How is the drive connected to the computer? USB 2.0, USB 3.0, Firewire, Thunderbolt etc. If you are connected over USB 2.0 or even Firewire and these are decent quality movies then they could be over saturating the available bus. Also I would check and makes sure that the file system on the drive is in good health by running the Verify Disk applet in Disk Utility.