I don't think this is a Nexus problem but there are so many variables it's hard to tell what might be causing or contributing to the situation.
I copied some .mp4 movies to my 32GB Nexus 7 to watch while away from WiFi. Plugged up a USB cable to my Win8 desktop, connected, "drag & drop", Done! No problem.
Replenished my library a few days later only this time I used "Save As" on my WD My Book Live 3TB and WD2Go Android app, no USB cable. Another couple of TV episodes and off to work.
Brought the tablet to my (Win7) office and plugged it up to give a "trickle" charge while I watched and happened to glance at the "Movies" folder when Explorer connected and noticed that the second batch of movies wasn't there! The older ("USB fired") files were there, though. Figured something had gone wrong, Oh, Well! I'm watching reruns!
Fired up MX player and the movies were there, even marked "New" by MX. Suspected that maybe I'd saved them in a different directory so I opened EZ File Manager and found them right in the "Movies" folder where they belonged.
No matter what, Win7 won't "see" these files. Plugged the tablet into my Win8 when I got home and "Explored" over to the Movies folder and there they were.