Let me begin by saying that this is a discussion of technology and what is possible. The discussion in no way covers what is or isn't legal or the differences in legality between different countries. Any legality or illegality mentioned in the following is simply my understanding and may or may not be correct. At no point is there any intention to discuss the right or wrong or illegality of any action on anyone's part. The mention of what can be done is purely on the basis of what is possible, not what is legal.
Let's also briefly look at a historical aspect. Before the invention of the printing press the only way to make a copy of a book was for someone to sit down and manually copy it letter by letter. This took almost as long as writing the original and there was no such thing as or any perceived reason for such a thing as copyright. The introduction of the printing press meant that anyone who could afford the cost of setting up a press could produce cheap copies of any work. Copyright was introduced to ensure that the author got a share of the money made from all the copies. The huge up-front cost of the equipment meant that it was easy to keep track of who had the ability to copy works and so to enforce copyright. The introduction of cheap computer equipment means that now anyone can easily make an electronic copy of any book, computer program, or media file. Copyright becomes uneforceable because it is impossible to even find more than a small portion of those who have made 'illegal' copies.
There are a number of reasons why otherwise law abiding people might make 'illegal' copies of files. In this 'can have it now' society there are no national borders when it comes to new material (whether book, program or media) and copyright is not the same everywhere. In fact there are places where copyright does not exist (or where at least no attempt to enforce it exists) where people will make copies of anything to distribute it because presumably they can legally make money (in their location) by doing so. This makes available a source of all such media almost immediately after the original release to any market by the copyright owner.
In this 'can have it now' society people don't want to wait their turn. Movies for example used to be released as a limited number of copies. Cinemas in one area got them first before they were sent to another area and then another country and so on. Now as soon as the movie gets to the first group of cinemas it is likely to be available online for anyone to download. Cinemas are maintaining their audience share by providing an environment where you get a much larger screen and better surround sound than most people currently have available at home. It is now becoming common for popular tv shows to be broadcast at the same time in all countries so that everyone can get the show at the same time - removing the excuse for downloading an illegal copy now because you want to watch it now and it isn't on tv until tomorrow. With everyone having access to the same discussions about the shows on the internet, anyone who can't see the show until long after others have posted their comments about it will already know what happened without needing to see the actual show.
Price is a second reason for some piracy. Some companies still make the mistake of charging more for their product in some countries than they do in others. Where the product is basically an electronic file this approach no longer works. People who don't want to pay more for it just because of where they live will either buy it from somewhere that they can get it cheap of if that is impossible will simply take a free copy. In many countries buying from overseas is perfectly legal regardless of what the copyright owners want.
Resolution is possibly another reason for people taking a copy even if it is shown on tv at the same time. For example Doctor Who is made by the BBC in high definition. Copies available from the UK can therefore be high definition. In Australia the ABC have reserved their high definition channel for news broadcasts and so the show is only broadcast in Australia in standard definition. For those where resolution matters copying it from a UK site is the only way to get the desired resolution without having to wait for the bluray release in the shops. Of course unless you can see a noticeable difference between standard and high definition then this argument is probably stretching things a bit far.
So that's a few reasons that I have come across as to why people say that they take copies of shows or movies. There are probably others but for those where one of these is the reason the copyright owners and tv stations could amend their practices to reduce or eliminate these reasons and would presumably have a reduction in piracy as a result. Of course there is always the possibility that doing so would disadvantage them to the extent where the current situation is better. For example Game of Thrones is apparently the most pirated show in Australia and my understanding is that the producers have no intention of changing anything. Apparently they can make more money from the deals that they currently have for providing legitimate access and allowing the piracy than they would make if they were to change the distribution to eliminate the reasons for piracy (the only legitimate source of the show in Australia at the time of its initial world wide broadcast charges about $70 per hour for access but throws in tens of thousands of hours of other shows you don't want to see to justify the ridiculous pricing). Also that they are considered to be the most pirated show is free advertising for them. Also many who illegally copy the show to watch soon after it is first broadcast are presumably buying a copy later when it comes out on bluray (which is a lot more reasonably priced).
With Doctor Who my understanding is that the owners have allowed fans to share low definition copies of the classic series for many years and so copying old episodes of Doctor Who is perfectly legal. More recently the owners have decided to try out BitTorrent as a legitimate distribution channel allowing anyone to copy a file containing a number of more recent Dr Who episodes and commentaries but where part of the content is locked until you pay for it. This is a move toward making use of this distribution channel in a legal way.
Some movie owners have taken an alternate approach of trying to identify who has distributed illegal copies in order to take them to court. While this may get some money out of a handful of people sharing their movies it will do nothing to prevent piracy. To start with they need to match the IP address used to share their movie to an actual person. This assumes that they can first capture the IP address and can then force the ISP who owns that address to disclose who was using it at the time. Unless they do it quickly enough the ISP will not have any record of who the address was allocated to at a point in time in the past where the log has already been overwritten. Also with the limited number of IPv4 addresses some ISPs are sharing a single IP address between several connections meaning that it could be any one of several different connections that was the one providing the file and that there is no way of telling which it was. Even where a particular account can be identified that doesn't prove the account owner was responsible. When Google drove around taking their streetview photos they also captured a whole lot of wifi traffic from the vast majority of home users who did not have their wifi properly secured. This means that anyone could make use of one of these wifi connections to share files without the account owners knowledge. The chance of actually being able to positively identify the person responsible is small and movie owners often resort to scare tactics to try to get money out of people without having to take them to court. Also in many countries, taking a copy for your own personal use is perfectly legal and it is only giving a copy to others that is 'illegal' and so it is only those using sharing services such as BitTorrent where they must be uploading as well as downloading where action is possible at all and the owners have no comeback against those who find a way to get a copy without having to share it as well. Where downloading is 'illegal' the damages are often limited to what you would have needed to pay to get a copy (which might be based on the going price for a bluray copy at the time of the legal action rather than the extortion price charged to view it at the time of the original broadcast).
Note that identifying the person responsible relies on the the person making the file available using their regular ISP connection. If instead they use a VPN then everything of theirs passing through their ISP is encrypted and is only readable at a remote location where it uses an IP address not associated with the ISP. The possibility of the company managing to trace who was using a given IP address in that instance is even less likely. The most likely effect of any successful legal action by movie companies will be an increase in income to companies providing a VPN service.
A couple of far more effective solutions to the piracy problem have occurred to me. One is to provide a way for people who are making these copies to voluntarily make a small payment to the copyright owner. If they could then print a certificate giving them a corresponding discount off of the purchase of the same movie or show on DVD or BluRay then that would provide a way for people to legitimately get a copy to watch straight away while still encouraging them to buy a legitimate copy with the special features. For those who don't consider the show good enough to go out an buy a copy afterward the producers will still have received something. Not everyone would pay in this situation but at least some would giving them a legal download and the owners something in return.
With so many people now recording tv shows and watching them later, ad skipping is becoming more common. I have recently seen ads for a PVR that will skip the ads for you automatically when you play back a recorded show. This means that people who are watching shows and movies that have reached tv are often not seeing the ads that supposedly are paying for the show to be broadcast. While there is no question of legality regarding this (at least in Australia), it is basically no different apart from timing from having watched the same show when it was first released via an illegal copy. A way to resolve both of these would be to embed the advertising into the actual show or movie itself. This is already happening to a small extent with companies paying to have their products and brand name used in the show and for advertising to be displayed as text across the bottom of live sport shows etc. If the advertising is a part of the show then the ads can't be skipped. If the advertising is a part of the show then every pirated copy is another person who has no choice but to view the ads embedded in the show.
There are solutions to the problem of piracy but legal action is not one of them. Those who most quickly adapt to using the technology rather than trying to block it (as Dr Who and Game of Thrones appear to be doing) will be the biggest winners - as will their audiences once they have a way of making the copy they downloaded a legitimate rather than a pirate copy.
Only once everyone is able to purchase a copy at the same time at a fair price will significant inroads into piracy be able to be made because only then will the seller be giving everyone a practical alternative. While copying copyright material without permission is unethical (not illegal since legality relates to criminal matters and copyright is a civil matter), refusing to allow people to buy something at a reasonable price when that product is available is also unethical and will be used by many to justify their actions. This doesn't mean that either piracy or price gouging is right. What it does mean is that copyright has fallen behind technology and that an alternative approach is needed to ensure that both the copyright holder is compensated for what they produced and that their legitimate audience is given the opportunity to obtain a copy when they want it at a reasonable price. There will always be some people who will take a pirate copy regardless but this can be reduced by eliminating the legitimate viewer's excuses for needing to do so.