No in-room movies available. At least, I don't think so.
We took a laptop (easier than a DVD player and we wanted it anyway to check email, download pics, etc). My four year old was able to watch his DVDs on that during some of our afternoon breaks. It worked out fine.
My main advice, though, is don't let rain keep you holed up in the room watching movies. Throw on some ponchos and get out there and enjoy the shorter lines during the rain!! (Unless, of course, it's a lighting storm or something like that.)
Well, if it's raning and there are Disney full length movies on your TV at the Disney resorts, then you are there in the middle of a hurricane. Otherwise, you get the normal TV channels available at Disney.
If you are staying concierge you can get free movies from them. Alot of the concierge rooms have DVD players in them.. If they dont you can ask for one and they will have it delivered to you and then you can go down to the lounge and ask to borrow a movie. You sign it out and then bring it back when you are done.