As Nanren said, "the movie" doesn't really mean the physical place the movie is shown. In this kind of situation, "the movie" can refer to the physical picture in front of you, as well as the event. So if you are going to the shopping mall, you would never say "there's a movie at the mall", meaning a theater that shows movies. But you do use "the movie" to refer to the event of seeing the film as well as the actual picture itself. A lot of words can work this way.
"Did you make it to the football game yesterday?": Here, "the football game" means the event, which takes place in a stadium.
"Let's go to dinner!": "Dinner" means the event of eating dinner, not the physical restaurant you're going to.
"Where's the party?" & "The party is fun.": Party is used the same way both times, in both cases you mean the event.