VOB stands for Video Object and is the file which holds the actual movie data in a movie DVD. You can play the file using VLC Media Player or Windows Media Player 12 or higher.
If you want to get the file from the movie DVD just open the DVD content in Windows Explorer. The VOB file is usually under the VIDEO_TS folder.
You can also convert VOB files to MP4 and other formats as well. Try Winx which is a free vob to mp4 coverter.
You can also check out the 3 ways to play a VOB file.