The fact that the modern world has robbed us of universal formats for sharing movies, music, and games is sad.
Okay,"universal" in a loose sense. They weren't actually Universal. But, if you wanted to share a movie with someone in 1995 you put it on a VHS tape, and in 2005 you burned it to a(n SV)CD-R or if you had money a DVD-R.
Everyone used to have a tape player, or an optical drive, or a floppy drive. Most folks could launch DOS and Windows apps, even the ones who primarily used mac or linux.
My wife's new car doesn't have a CD drive. My laptop doesn't have an optical drive. Most folks I know don't have a DVD player. I only know one person with a floppy drive.
The Internet is the new Universal format, but the Internet is also a panopticon surveillance machine in which someone could be watching you at all times even though they probably aren't right now.
So I'm going with flash drives + web pages. Stick it in to most blueray players or other media players, and it'll play. Stick it in to most cars, it'll play. Stick it in to your computer, and you get links to pay every artist involved should you choose to do so.