There are no laws against downloading copyrighted protected movies/music that I know of in the United Sates. Indeed, I do so daily from dozens of sites, usually paying, sometimes not - I trust the publisher to verify whether they are authorized to sell/give me those files.

Fines are for civil offenses. A crime can be punished by jail time.

The implementation certainly differs. The US at least keeps copyright infringement civil unless significant damage or financial gain has been made from the infringement. In Japan, the police already go after infringers, irregardless of the damage. They also put a lot of resources into breaking the encryption used in the various Japanese p2p networks.

I could be wrong, but so far no one in the US has been charged with a crime for downloading. Fined, yes, but no criminal case.