There are a lot of reasons why I love watching movies. Aside from the usual entertainment value it provides, it also allows me to learn so many things that I do not have to experience myself.  It also gives me an opportunity to see different sides of a story, enabling me to enhance my ability to look at the broader picture.

One of the most important lessons I learned from a movie is summarized in my favorite quotation: "there is no right or wrong, only people who fight for what they believe in". I got it  from Samurai X (Rurouni Kenshin), the Movie, wherein one of the characters acknowledged the complexity of the situations faced by different sides during war. Applying the same logic in our everyday life, it is really easy to judge people depending on what they do, without thinking of the situation or story that that person has. If we start to think about or empathize with that person, we will realize where that person is coming from and we will have better understanding and appreciation of the things that he does.
"What if when you woke up, you didn't know the difference between the dream world, and the real world?" - Morpheus, the Matrix

It also allows me to realize many things that I will not normally think about. As such, giving me greater appreciation of the life and reality I have at the present.
"Faith is universal. Our specific methods for understanding it are arbitrary. Some of us pray to Jesus, some us go to Mecca, some of us study subatomic particles. In the end we are all just searching for truth, that which is greater than ourselves." - Vittoria, Angels & Demons

Lastly, I consider movies, along with modern-day books, as necessary supplements to our faith and understanding of the greatest mystery of all - life. Supplements, I say, since our primary literary source is, of course, the Bible (or whatever holy book you may believe in). Necessary, since modern-day literary pieces echoes the universal truths contained in our Bible provided in a setting that we can understand and relate to.