Storage devices with multimedia interface connectors and methods are disclosed. In a particular embodiment, a data storage device includes a controller coupled to a memory, a streaming media capture circuit coupled to the controller, and a video playback circuit coupled to the controller. A multimedia interface connector is coupled to the streaming media capture circuit and further coupled to the video playback circuit. In response to detecting streaming multimedia data incoming from an external device via the multimedia interface connector, the incoming streaming multimedia data is provided to the streaming media capture circuit to generate multimedia file format data that is stored to the memory as a multimedia file.