"日本語の映画 を見たいです。" and "日本語で映画 を見たいです" are both correct Japanese. So what's the difference? I think in the former sentnce, a lot of Japanese people would think Japanese is spoken in the movie. In the latter one, they would do other languages are spoken and you want to watch it in Japanese. I think the English means "日本語で映画 を見たいです。".

I'd say that the second (日本語で映画 を見たいです。) is more correct in this case. This means exactly that "I want to watch movies in Japanese". The first one is not incorrect either, I guess, but it means that "I want to watch movies of Japanese language" which can mean that you watch them with subtitles, etc.

Both of them are OK