Hi There are a number of ways to do this. You can just get an external backup drive that plugs into the USB port. Ones up to about 2 gig are reasonable in price. My preferred solution is a little different. I got an external hard drive dock (many companies make them and they are often under $25). It plugs into a USB port. This way I can use cheaper regular PC hard drives. The cost per drive is about 1/2 that of the external back up types. This is especially true in the larger drives. Cheap plastic cases are available for them as well. Although a zip bag will do fine and just put them in a safe place when not needed.
A friend in college had this external hard drive dock and it looked more durable. I have a 1 TB external hard drive that works well for me. It also has several documents but I try not to keep a lot of movies that I've watched before.