It was announced some weeks ago when Microsoft agreed to partner with German (and probably AT and CH too) video-on-demand service Maxdome and today we have the result of that partnership: The official Maxdome app.
With the app you can not only watch almost any movie on the go, but also newest TV series. The database is very current and even very new movies and series, which have been broadcasted only recently, are already accessible.
Unfortunately the app streams data only via WiFi and a download for offline watching is not available (yet), but hopefully that will come later. At the moment you need to have a hotspot when you are on the go.
Find the free app, which of course requires a subscription to their services, here.