First of all, connect iPhone to your PC, and open iTunes if it doesn’t open automatically. And then in iTunes, choose iPhone in the sidebar. Once you’ve activated your iPhone, the sync management page will pop up, which looks like the page used to manage iPod syncing and content:

“Automatically sync when this iPhone is connected” is selected by default. Deselect this option if you just want to sync by clicking the Sync button in iTunes.
Or select “Sync only checked songs and videos” if you only want to sync items that are individually checked in your iTunes library.
Or you can stop automatic syncing by select “Manually manage music and videos”.
To change your syncing options, just click the Options on the tabs at the top of the above window. Here we click “Video”, and then the following interface will be forwarded to you:
You can choose to sync specified or all of the TV shows and movies in your iTunes library to the iPhone. Only click the items you want to sync and click the “apply” button at the bottom right, iTunes will begin syncing the content you've selected to your iPhone.
Compare with iPhone, iPod also has two ways to sync movies:Syncing videos automatically and manually.
The same with iPhone syncing, first of all you should connect your computer with your iPod, and then in iTunes, choose iPod in the sidebar. Then you can choose to sync automatically or manually in the Summary tab, the interface is looks like iPhone’s as mentioned in the first paragraph.
After that, in the main iTunes browser window, select the “Movies” tab. Then select the option to sync all movies, selected movies, or a certain number of unwatched movies.
Click “Apply” and iTunes will begin syncing the content you've selected to your iPod. iTunes will inform you when the iPod sync is finished.
You see, syncing videos to iPod is nearly in the identical way with iPhone.
Of course, to enrich your enjoyment, you can also sync your own DVD movies to your iPhone, of course, first of all, you must use the third party software to convert DVDs to iPhone compatible formats (to meet this need, Wondershare DVD Ripper and Cucusoft DVD to iPhone Converter Suite are recommended), and then drag them to iTunes to sync to your iPhone. Once the synching is finished, you can enjoy movies on your iPhone as much as you like.