So I have been wondering what this .thm file is that comes with the .mov files off my Canon T2i 550D for a while now, so I decided to do some testing to see if I really need them.
Basically these files are an easy way for you to preview your video files on your camera’s display without hitting the play button. They also carry some nice EXIF meta data as well that can be useful when figuring out what exposure settings you used when shooting a video. So basically it is a thumbnail image with EXIF data attached.
It is totally OK to delete this files and they are not needed or do anything once you import them to your computer unless you want the meta EXIF data.