MEGA has this problem (It usually warns you at the start), others may be due to losing internet connection or download limits, my advise is to use a download manager (There are a lot of those for PC, JDownloader being the most used) and for android i highly recommed ADM [https://play.google.com/store/apps/details?id=com.dv.adm&hl=en_US&gl=US&referrer...] It's the one that i use to download anything above 4GB.