In this correspondence, we propose a movable antenna (MA)-aided multi-user hybrid beamforming scheme with a sub-connected structure, where multiple movable sub-arrays can independently change their positions within different local regions. To maximize the system sum rate, we jointly optimize the digital beamformer, analog beamformer, and positions of subarrays, under the constraints of unit modulus, finite movable regions, and power budget. Due to the non-concave/non-convex objective function/constraints, as well as the highly coupled variables, the formulated problem is challenging to solve. By employing fractional programming, we develop an alternating optimization framework to solve the problem via a combination of Lagrange multipliers, penalty method, and gradient descent. Numerical results reveal that the proposed MA-aided hybrid beamforming scheme significantly improves the sum rate compared to its fixed-position antenna (FPA) counterpart. Moreover, with sufficiently large movable regions, the proposed scheme with sub-connected MA arrays even outperforms the fully-connected FPA array.