If you are talking about movies, CDs, etc. it is illegal. It is stealing the work of other people. Some day, when you make a video, someone may pirate it and make more money from it than you will.
If you are talking about piracy on the high seas.....
People are acquainted with only the romanticized versions of piracy that they see in movies, and think that all pirates look like movie stars.
They are unaware of the cruelty of real pirates, who were a murderous bunch of cut-throats and totally without a shred of human decency. They were the dregs of society who were hanged by the neck until dead when they were caught.
There are still real-life pirates off the coast of Africa and in the Far East. I have no wish to meet any of them.
Piracy is the worst form of armed robbery. People were tortured, maimed, and murdered. Women were raped and murdered.
Yes, piracy is wrong and it is illegal. Kidnapping, murder, rape, torture, and robbery are crimes.
What kind of proof do you want and need?