Both iOS (requires minimum iOS 9) and Android native applications allow you to download / sync videos to your phone and watch them later without any internet connexion (offline viewing)
The offline feature is located under the player, simply tap on the three dots to open the video menu and then tap on "Watch Offline". You'll need to be signed in or create an account to use this feature.
Offline videos can be accessed via your Library and are stored for 30 days before being deleted.
Certain videos are not available for Offline watching, this is because the content owner has restricted access to their videos to standard online viewing only.