The Matrix
More than a movie about special effects and amazing action scenes, the Matrix is also a rather accurate interpretation of reality, as many philosophers and some reputable scientists believe.
Reality can be seen as an immensely more advanced version of our massively multiplayer online games, in which our souls take the roles of different characters in the game. The characters may die, but the soul lives, and will just take another role.
Avatar
One of the highest grossing movies of all time, Avatar is surprisingly also one of the most spiritual. Avatars are a key concept taken from Hinduism, when a god from the higher realms manifest in a physical body.
Our bodies are just avatars hosting our souls. After the avatar dies, the soul lives, and will just take on another avatar.
Cloud Atlas
More than a movie about the same actors playing different roles, Cloud Atlas is a story about the same souls, reincarnating into different people. This is consistent with the teachings of Buddhism, among many other religions that teach reincarnation.
The soul is immortal and will take on other lives after the physical body dies.