Regarding document files, you can always convert them into webpages, so they wont be able to download the file, but yes can copy/paste material from webpage to word file.
regarding videos, though Mary has mentioned it already, taking screengrab application, but, not everyone will be able to do that, as it's a lengthy, time and resource consuming process for those 5% who can do that, else for others, you have to use a streaming server, that sends out chunks of video data down the player rather than progressive download.