No. That is my biggest pet peeve about Disney resorts. No movies on demand, no good Disney programming (not even cartoons), and only club-level rooms have dvd players. They apparently want you out of the room, spending even more money instead of relaxing inside. That is a major downer for a $300-$500 per night room.
Depending on the room, you could bring hdmi cables & your own player, or one of the other options already mentioned. The rooms do have free wifi.