Hello Rokr,
A movie
is a film.
The plural 'movies' could also mean cinema or movie theater.
"He took her to the movies"
A drama ( as a countable noun)
means a serious play for the theater intended for performance on a stage, that you could watch also on television.
'Drama' as an uncountable noun could refer to work that is connected with plays and the theater , such as acting or producing.
'Drama' could also refer to an episode, that is characterized by turbulence or highly emotional.
So a 'movie' could be a 'drama' or including some 'drama' or dramatic scenes.
A real situation that is exciting or distressing could also be called a 'drama'.