This is a highly debatable subject.
Under US Law at least, the question is whether the activity constitutes 'fair use'. This is a very grey area with very flexible standards, standards which are constantly being adapted as society evolves.
The law says:
... the fair use of a copyrighted work... for purposes such as criticism, comment, news reporting, teaching (including multiple copies for classroom use), scholarship, or research, is not an infringement of copyright. In determining whether the use made of a work in any particular case is a fair use the factors to be considered shall include:
1. the purpose and character of the use, including whether such use is of a commercial nature or is for nonprofit educational purposes;
2. the nature of the copyrighted work;
3. the amount and substantiality of the portion used in relation to the copyrighted work as a whole; and
4. the effect of the use upon the potential market for or value of the copyrighted work.
Ultimately, it's one big balancing exercise of all relevant factors, which can be quite subjective, and in many cases you wouldn't really know for sure until it is decided in a court (if it ever gets that far).
You can read more about it here:
http://en.wikipedia.org/wiki/Fair_useWhere the copyrighted material is used for educational purposes, then it seems more likely to fall under 'fair use'. See here for "The Code of Best Practices in Fair Use for Media Literacy Education" that was recently published. Here is a video about it:
http://www.youtube.com/v/lIU0JNCc3tM&rel=1