If you are willing to deal with Apple support for iTunes, or if you can decipher their instructions, you can buy videos on iTunes and download them to your computer.
I have a PC, not a Macbook, so I don't know how you get something to live on your computer instead of in the cloud. But if you are a Mac user, maybe you understand that.
Downloading takes some time. I own an amazon movie (not bought on iTunes) and I began downloading it... hmmmm... maybe 4 hours ago. It's still downloading. But if it stays on my computer, I'll be happy.