I answered with a way to connect it physically, but assuming you aren't jailbroken it probably won't work for you. Limitations The drive must either be externally powered plugs into the wall or require only a tiny amount of power. A standard, cheap drive isn't going to work. As mentioned above, all iPads from 1st to 3rd generation utilized a pin to USB connector. This limits the kind and number of devices that can be connected to it via USB. If your iPad is not jailbroken If you aren't jailbroken, it is still possible to view movies on an external drive, though it necessitates that you have enough spare storage on your iPad to hold a movie, that it's fine to either reorganize or duplicate your movies, and that all your movies are already in iOS-readable formats I wasn't able to find a list of supported formats for this, but it's a fair bet that MKVs are out, for instance.
Apple sells its own model but there are third party options as well.
How to Connect a USB Drive to an iPad
Older iPads use a pin connection that will require a different type of adapter, but Apple no longer sells these in their stores. Sign up or log in Sign up using Google. Apple sells its own model but there are third party options as well. The other has a SD card reader slot for directly reading memory cards from digital cameras. If your iPad is jailbroken If you're jailbroken, it's pretty easy.