You can read and download movie scripts for free from
DailyScript.comScripts are available in HTML format (which you can copy & paste into a txt or word doc if you wish to download it) and PDF.
Reading the script from a film you've already seen is a great bit of insight into how films go from page to screen.
It's also fun to read a script,
then go out, see the film and compare how your own vision of the script differs from the director's.
If you're new to reading screenplays, you'll find that they're very easy to read. The best screenwriters can describe scenes extremely vividly with as few words as possible (therein lies the art of screenwriting, you see).
I've read a whole bunch of scripts from here.. Here's a couple to get you started:
Fargo - by Joel and Ethan CoenSleep Hollow (shooting script) - by Andrew Kevin Walker and Tom Stoppard