Again, what movies? Are these commercial movies? Like from big studios? Or are these "videos" you shot with the iPhone camera?
Where on your iPhone are these movies exactly? In what app do you access these movies in your iPhone specifically?
As I said, movies you buy from iTunes are not kept in iCloud. They also cannot be extracted from the iPhone. You can delete downloaded iTunes movies from the TV App on the iPhone, and download them to your Mac if you really want to from the TV App on the Mac.
If by movies you mean personal "videos" you shot with the iPhone, they would be in iCloud only if you use the iCloud Photo Library. In that case, those movies would be accessible on your Mac through the Photos App or even by logging in to https://icloud.com through a web browser and accessing the Photos App there.
Alternatively if they are in the Photos app you can transfer them to an external drive connected to the iPhone.
click here âžś Connect external storage devices to iPad - Apple Support
If they are someplace else on the iPhone, then you need to explain where they are kept on the iPhone.