What films are good to watch to improve Spanish

Any film by  Guillermo del Toro (the director of Pan's Labyrinth, Hell Boy and some other big Spanish films ) are a must see if you like horror/fantasy/generally good films.

Broken Embraces by Almodovar is good too :) I don't know how old you are and what you are into, but watching Disney films in foreign languages is a good way to learn. They are a lot simpler than adult films and the language is less complex, and you most likely know the story already. :)