"Can an external hard drive with a USB connection be connected to a Blu-ray player with an USB input to play a movie?"
Many Blu-ray players support connecting external drives to their USB port for playing movie files, listening to music, or browsing photos. While the actual features of your Blu-ray player may depend on the specific model or the brand of the Blu-ray player, many Blu-ray players support connecting various kinds of drives to the USB port.
One thing I have seen on some Blu-ray players is that they don't recognize files in sub-folders on a drive. Whether the drive is an external hard drive, a USB thumb drive, or a flash drive connected to a card reader, the player should recognize any supported file types when you connect the drive to the Blu-ray player. What you may need to do in order for the drive to see the files is to move them to the top level of the drive, so the files aren't stored in any folder on the disk. It's also possible your specific Blu-ray player will require you to put files in a specific folder to be seen by the player, although this is far less likely.