Strictly speaking, any original work is copyrighted by default without the creator having to explicitly state that it is copyrighted.
Even fan movies, that are distributed freely and free of charge, are copyrighted - but the creators have explicity given permission to distribute the movie freely.
Copyrighted works such as e.g. movies and music, where the creators did NOT give permission to distribute, can not legally be downloaded through torrents or any other unauthorized distribution method. This would include almost all commercial movies and music.
In other words, it’s not the technical method of distrbution that determines legality, but rather whether there’s a copyright and whether the copyright holder has given permission to distribute.
Disclaimer: I am not a lawyer