For an iPhone the quickest way is to just visit the site in Safari and stream the videos.
But if you want them when your phone is offline, go to the website on your computer's browswer. When you go to watch the trailer pick one of the 'Download' options (not the 'Watch' options).
It should open in Quicktime. Once it loads you should be able to save it from Quicktime to your computer and then import it into iTunes and then sync it to the phone.
The 480p verison should play on most Apple devices. The 720p version should play on the newest ones.