With the Udemy iOS or Android app you can download videos for offline viewing, and they will auto update if we make any changes.
Unfortunately viewing video lectures in HD quality (both offline and online mode) is currently not supported on mobile devices, you should be able to watch and download 480p only in the app. Udemy are currently working on this and we'll update this article when there are any changes.
Currently there is no facility on the Mac or PC for this, however we know people are interested. When we have an update we'll be sure to announce it, and change this article.