Odysseus, the ultimate adventurer and battler of obstacles, has parallels in many modern stories. During the past several years, I can think of at least two movies and one television show that have been influenced or seem to have been influenced by the story of Odysseus.
In 2000, Tom Hanks starred in the movie Castaway, which focuses on the experiences of a man who washes ashore on a deserted island and remains there for several years, before finally managing to escape in a makeshift raft (compare Odysseus) and make it home. Unfortunately for Tom Hanks' character, his wife (played by Helen Hunt) was no Penelope and she has remarried.
In the same year, the Cohen brothers produced O Brother, Where Art Thou? In this movie, Everett Ulysses McGill is an escaped convict who travels through Mississippi in the 1930s to prevent his wife Penny (compare Penelope) from marrying someone else. Along the way, McGill and two fellow convicts encounter a number of characters who parallel creatures and beings encountered by Odysseus, including Sirens and a one-eyed man whose behavior recalls the Cyclops.
Finally, we should also mention the television series Lost. In this 2004-2010 series, a group of people are stranded on a strange island and they experience numerous strange adventures, including an ongoing conflict with another group of people on the island who they call "The Others" and a strange smoke monster. Ultimately, several of these people escape from the island and return home. One of the major love stories in the series involves a man named Desmond and a woman named Penny (compare Penelope). In one episode, we even see one of the characters standing in front of a massive tapestry into which is interwoven in Greek a line from Homer's Odyssey.