Well you could embed your videos in Moodle's player and the same with pictures, although they could still right click and save the pictures. Documents such as Word documents you could type or paste into a Moodle page which means they can't simply download it -they'd have to screenshot it to get its information.
But to be honest, I wouldn't bother that much - anyone who is that determined to download your content will do so - if it means as I said before, taking screenshots of everything.