I agree that film is a great place to look for philosophy in the field of entertainment. The movie I [Heart] Huckabees is explicitly philosophical in its subject, as is Being John Malcovich.
We can also see philosophy in song writing and music. For instance, Bjork has a number of songs exploring her ideas of identity, self-concept, fate, and the philosophical value/significance of courage.
I think that it's quite easy to find philosophy in film. I think that philosophy lends itself to cinematic displays because the basic level of intellectual conflict that is present in philosophical discourse can be represented by different characters in film as part of a display of overall conflict. This is appealing to watch on film and something that different characters can embody or that a plot can embody. For example, in The Dark Knight, the ethical question of how to carry oneself is seen in the dilemma that the joker poses to the people on the separate boats. Fundamentally, philosophy asks the question of how we shall live? This is something that can be easily translated to film, as seen in this particular sequence when people on both boats must try to figure out what path to take in order to live. In The Truman Show, the philosophical allegory of the cave that Plato discussed in his Republic is displayed within the paradigm of reality television. I think that in both of these examples, philosophy as a discipline is seen in film and, in the process, the ability to be entertained and to think critically about one's place in the world is revealed.