Movies are very difficult. The dialog is colloquial. The characters express personality and individuality in the way they speak. Sometimes it's hard for native English speakers to understand--some directors like to have the music loud and the speaking soft. Some scenes will take place in noisy restaurants, and so forth.
My suggestion is that you try documentaries and nonfiction movies. Most of the speaking is in good announcer's diction, and it is mostly in standard English, without slang or colloquialisms.
If I may make a specific recommendation: the films of Ken Burns are excellent. Maybe you can find one that is on a topic that personally interests you.