Some instructors allow "Preview" access to 30–50% of their course. By enrolling in the free preview, you can legally download those specific preview videos via the app. You won't get the whole course, but it is 100% legal.
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If you work for a medium-to-large company, check your HR portal. Udemy for Business is a subscription that gives employees unlimited access to the "exclusive" library (Leadership, Excel, Cloud Computing). You can download courses to the app for offline commutes. Some instructors allow "Preview" access to 30–50% of