It depends. Some of the content on the websites is free of charge, which means you have the owner's permission to download and share these services freely.
However, most of the content on such websites is copyright-protected, and unauthorized downloading of such content is considered copyright infringement.
As a rule of thumb, most movie theaters are generally protected by copyright, and it is illegal to publish them on websites. Yes, if you watched Baahubali 2 the week of its release, you can be sure to do it illegally!