Brian Dunning, host of the skeptical podcast Skeptoid, has produced a well-made and well thought out movie, a sort of primer on skepticism. It's entitled Here be Dragons. You can download it for free at the website or you can view it on YouTube.
It lays out skepticism and what it's all about in easy to understand terms. Whether you're an atheist or not, it's a good movie to watch to learn more about critical thinking, and how it can help us in a world full of snake oil salesmen and pseudoscience.