Media box with hard drive for kids.

I originally bought a couple of amazon fire tvs with the option to add storage. I thought they would allow me down load movies I own instead of streaming. However, I can’t see where that is an option. My 6 and 2 year old watch 6-8 movies in general and I am basically streaming them each time they watch them. The last couple of months we have been killing our data from cox. I am looking for something would let me download the movies to them and let it play from there. We have streamed PETS, Minnions and Cars a million times.