Here\'s a story:
If you want to host files yourself, you can perform authentication at the controller level as has been suggested. One of my applications has an AssetController that handles serving of files from the 'private' directory, for example.
One thing I wanted to add is that you should review this guide for setting up X-Sendfile, which will let your application tell the web server to handle actually sending the files. You'll see much better performance with this approach.