'At the cinema' refers to the function of the cinema. People watch films when they're at the cinema. 'In the cinema' refers to being inside the building itself. For example, you might hear this: 'Following the attack, police interviewed witnesses who were in the bank and in the cinema.'

Either can be correct, but mean different things: 1. Movies play at (never "in") the cinema. 2. I'll meet you at the cinema. (outside) 3. I'll meet you in the cinema. (inside the building)

You usually say that you go to see a movie at the cinema. Saying in the cinema is more in reference to being within in the building. For the most part they can be used interchangeably. For example, you can say "I spilt my popcorn at the cinema" or "I spilt my popcorn in the cinema" and they both sound fine.

You should use "at." I don't know if your goal is to learn British English or American, but just in case it's American: 'cinema' is no longer commonly used in American English. Instead of saying, "we are at the cinema," Americans say, "we are at the theater," or "to see a movie." Examples: We are at the theater. Meet us at the north entrance. We're going to the theater at 7 pm. We're going to see a movie on Friday, you're welcome to join us. I'm going to a movie. Do you want to come? You could also say,"I'm in the theater," but it means something slightly different. You might say this if you were trying to find someone you planned to meet, to tell him/her your location. It means you are inside the theater building.

at the cinemas