For audiobooks I recently discovered libro.fm and it works great. You can use their app to listen to it like any other service, but you can also just download the plain drm-free mp3s. For music there is bandcamp if the artist is on there, but for movies and series I’m not aware of any vendors like that. DVDs I don’t see as an option because their file size limit is too low, the quality on a modern TV looks really bad. And Blurays are a whole other level of DRM hell.