Illegal downloading IS a victimless crime. All the movies, songs, videos that people download illegally means that the actors, singers, and anyone involved in the production of these things dont get payed. Songs and movies are copyrighted and therefore belong to people. Downloading without having payed for it means that your stealing. Even though the person your stealing from will never know you specifically stole from them, you still did it and because there are so many people downloading from torrent rather than itunes the singer looses a significant amount of money. They put in their hard work and are trying to make money, and illegally downloading deprives them of that.
Illegal downloading is very similar to stealing for the fact that your taking something that doesnt belong to you. A film maker gets a budget produces a movie and needs to make a certain amount of money back to pay for everything and hopefully profit. They make this revenue by people going to see the movie, renting it, or downloading it (not for free of course). When people buy bootlegs or illegally download movies they are directly taking away from the filmmakers profit and because they didnt pay for something thats copyrighted they are stealing.