Hi Jiwoo, The recent Hong Kong movies are all in "formal written Chinese" If you would like to learn Cantonese and watch movies with "speaking form of cantonese" subtitles, you might have to find the movies from the 80s and 90s. 周星馳 Stephen Chow is a very famous comedian actor in HK. 周潤發 劉德華 梁朝偉 These are all well-known actors in HK that were in a lot of old films. Hope it helps~

I think probably older Hong kong movies do tend to make Cantonese subtitles. You can always try the ones from 周星馳. Classic but other than that I think the recent ones are all in the written ("official) form of Chinese. Hope its helpful ^^