Depends on your jurisdiction. In Switzerland, downloading games, books, music, movies etc. for personal use is always legal even if the copy is "pirated". Work just needs to be published in any form. Dont know any other country where it works like this.
Czechia. In theory, there is a fee for every media (e.g.HDD) that is paid to OSA (authors organization) and OSA pays to authors through some distribution scheme. Since user already paid fee, downloading is OK.
This is mostly leftover before computers were a thing (think cassettes and paper copiers).
In practice, it's a racket and OSA is a mafia that doesn't pay to anyone. Also, the fees are rather small considering the the purpose (I think it's capped at ~$5 per device), but since authors don't actually get money from it(OSA practices) , it doesn't really matter.
Anyway, downloading audiovisual media is fine, seeding is not.
Sweden has something similar (except, as I mentioned elsewhere, the law was amended in 2005 to explicitly add an exception for downloads).
The Berne Convention has a special provision for this. Something about if the biggest rights organizations agree then a country can have laws that allow some free copying. So a tax on empty media (in Sweden also covering the computer hard drives and the flash memory built into phones) is used to pay off the big music and movie companies.
The weird thing is that only the biggest industries are paid off. No matter what you use your storage for, it is the big movie and music companies that receive the money. No other industries are paid off as far as I know, so most others just have to accept that their stuff is legally copied for free, without compensation (a few things like software are always illegal to copy, so those industries are not affected).
This is a common misconception: there are some exceptions for certain types of media, but for example downloading copyrighted software (including games) without authorization is not legal in Switzerland. And some of those exceptions are more constrained than others.
In South Africa (as far as I understand) it's also perfectly legal to copy stuff for personal use.
It's been a while since I've been in one, but our public libraries had coin operated photocopiers, you can just walk in, grab literally any book from the shelf, and copy away.