Transcendentalists embraced a "back to nature" approach to the world, that our connection to the world and the environment were key to our identity and to living right. I think this is a little different than what McCandless did, while he had a reverence for nature, I don't think he respected its power, as those from the transcendental period did. It's a tale about nature but not from the same perspective as the 1800s movement.
I have to back up #2 by pointing towards the work of Emerson and Thoreau - absolute classics in this area. As for films, I am kind of thinking of Avatar in its emphasis on man's dealings with nature and how we should relate to it - all of course reflected in the Na'vi and their way of life, religion and culture. This might be stretching it a little too much, but I think there is perhaps a genuine core of transcendentalism in there somewhere! And it is a great film...
Even though I am not quite sure if you are asking to compare the notion of transcendentalism in the movie "Into the Wild" or the book by John Krakauer, I suggest that you perhaps begin with a definition of how you see transcendentalism reflected in the work. Either way, book or movie, you could take a look at some works that are considered the classics in American literature. For instance, Ralph Waldo Emerson's Nature or Henry David Thoreau's Walden are considered two of the foundational texts of the transcendental movement. I pasted a link below to a full text essay by Thoreau called "Walking"(1861) that is also quite illustrative. In this particular essay you will find some thoughts or reflections on how man should regard nature and how to live in harmony with nature. This type of approach would later become important in the wilderness and preservation movement.
When you are comparing the texts or works you should pay attention the how transcendentalism is reflected. In Into the Wild we can see the spiritual quest of the protagonist, or sort of self-finding mission that takes him away from his family and society. He is looking for more eternal values rather than what American consumer culture has to offer him. You may also want to consider that transcendentalism is driven by somewhat romantic notions of loneliness, the beauty of spirituality and nature, and communion with the divine through nature. In more simple words, nature enables man to move closer to the divine and through that closeness experience a more fulfilling life.