cd /path/to/dir
shopt -s nullglob
for file in *.{avi,rmvb,mkv}
do
directory="${file%.*}" # remove file extension
directory="${directory//_/ }" # replace underscores with spaces
darr=( $directory )
darr="${darr[@]^}" # capitalize the directory name
echo mkdir -p -- "$darr" # create the directory;
echo mv -b -- "$file" "$darr" # move the file to the directory
echo
done