I agree with habijabi on his described dimension.
As there are several dimensions let me describe one.After S.S.C i took a course of english in British Council.They used to taught us the listening section through a movie.The Movie was "Men In Black" rather than some boaring documentary.The reason is that grab everyone's attention.And they succeded with full marks.I found that i am trying heart and soul to understand everyword of it.That was the start for me.
So Yes movies can be used for educational purposes like above scenario and i think "The Matrix" can be a very good choice in this regard.