Maybe it depends on the movie playing. If it’s something rated R (restricted) then you’ve got a problem. If it’s rated G (general) then what’s to get upset about? How dangerous is “March of the Penguins?”
Of course, you should be careful that you’re paying attention to the ratings on violence, and not just gilui arayos. Murder is also forbidden. Maybe watching violent films is how we get posters on some sites ranting about hanging Levi Aron from a lamp post after mutilating him. Not exactly speech that the Gedolim of the previous generation would have approved. What happened with Aron himself is a matter for the courts and the psychiatrists, not fantasizing about vigilante revenge.