Is it legal in the US totransfer movies that you purchased on dvd to a Zune?
If the purchased DVD and the Zune is both your own, surely.
There shouldn't be any legal problem as long as you don't sell what you purchased to make a profit for yourself. As long as you don't do that from what I read of privacy rules and industry rules you should be ok as long as they are for your own uses.
If you really want to get serious with legality issue, then except for one copy of purchase DVD for your own use any transfer , lenting and gifting the copy to others is illegal.