You cannot certainly buy movies and keep them locally because if you do so it can be used for piracy and it is against the law. If you want to store them locally. Everyone else already has given such wonderful answers, but I'm glad someone is actually looking for a legal ways to download movies.
The best part about Prime Video is, unlike the likes of Netflix, you don't have to pay extra to watch content in 4K. Every 4K title is available for free to subscribers.