Can I copy information from another site as a review?

No. This is stealing. You must comply with Copyrights and only post your own original work. Even Wikipedia has regulations which must be adhered to when using their information. Wikipedia articles cannot be used for reviews, but they may be used in the product description if rules are followed. Tom said it.

Why? Because Wikipedia requires any use of it's text to be available to be freely edited, and the following text must be used underneath it's use:

"This page is based on the copyrighted Wikipedia article (put article name here); it is used under the GNU Free Documentation License. You may redistribute it, verbatim or modified, providing that you comply with the terms of the GFDL."

Reviews should be used for original work only. If caught using the work of another person/site it will be reported and removed.

I just copied my own movie reviews from my blog - hope that this is allowed - since I am the author anyway

That is fine since you are the author. When checking to see if reviews are copyright violations people have to be careful to check if this is the reason they find it elsewhere. ;)