What kind of movie do you go see and with whom? If this is among the most memorable dream images, you may be trying to initiate or resolve a relationship issue by watching others portray it. The movie plot will often provide guidance on how to do this. Even if the movie is a film with nonsensical or overwhelmingly destructive events, your subconscious chose it for some desire that lurks below the surface.
You may be searching for a vicarious substitution for a life you consider mundane. In the film, what particularly (un)satisfactory events are portrayed by whom and how do those events parallel your own life?
One of the strangest feelings to have is the dream that includes watching yourself in a movie. For starters, you are two places at once-watching yourself and being in the movie. While sometimes your dream logic says, "oh yeah, this is a film I am in," other times it fails you. These turn into dream events that contain an out-of-body experience.
In either case, there is often a sense of derealization of whatever is occurring in the movie plot. There can be several reasons for this. One is to lower the psychological pain of a dream. Since you are watching yourself in the dream, you can reinforce your defense mechanism even in the subconscious state by saying, "It's only a dream." Another is to allow you to evaluate the events more objectively. Insight requires self-awareness. Self-awareness requires being able to discern your power and action in the world. The movie makes power and action more observable.
The other version of the movie dream is simple wish-fulfillment. "Hey, you oughtta be in pictures." So you are.
Is your life so good or so bad that at times you wonder when the dream will end? These feelings in waking life can create derealization in dreaming perceptions.