Where the download site has a hash of the files, this can be done by calculating the hash of the file you have and comparing with the original. This ensures your version is exactly the same as the one available for download.
Other than that, you really are stuck with trying to run a video playback. You don't necessarily need to watch it, but instead log all errors in playback (if your player logs errors)
Often corrupt files or fragments are inserted by organisations like the MPAA and RIAA in order to dissuade movie piracy by increasing the amount of failed downloads, and this is likely to keep increasing as they feel that annoying the end user enough will persuade more people to buy films rather than copy.