I believe you can't transfer them. Most companies have a restriction, so you can't give them to others. You would have to redownload them directly to the new device from amazon. If they were 'rented' movies, you would have to rerent them. If they were purchased, you should see them in your Amazon account so you can redownload them. If not, contact Amazon.
I spoke to Amazon support and was told that when a movie that you purchased from them is downloaded to the sd card, there is something remains with the kindle device that doesn't allow the new kindle to recognise the files. I had to re-download the movies to a new sd card in the new kindle.