Shaun of the Dead: Getting stuck in a rut with your life, and what it might take to kick you out of it and realize your potential. For some people, it might be a bust-up with their loved one or an argument with their friend. For others, a Zombie Apocalypse might be necessary.
The Avengers: Those with power should should learn to settle their differences when dealing with a bigger problem, in order to work better. This relationship is found not only between the titular characters themselves, but also between S.H.I.E.L.D. and the World Security Council.
The Dark Knight Saga as a whole also explores the strengths, weaknesses and dangers in various political and social systems and what effects these can have. Batman Begins is about what happens when our established forms of authority — the police, the court system, local government etc — become too corrupt, decadent and uncaring to effectively function. The Dark Knight, is about the conflict between order and chaos, and the dangers of pure, unrestrained nihilism and anarchy. The Dark Knight Rises is about the dangers of unfettered populist mob rule.
In addition to the above political themes, each film explores an aspect of the human psyche and condition. Begins is about fear: it's the ubiquitous state of the general populace, and used as a weapon by all three principle villains (Falcone, Crane and Ra's al Ghul), as well as by Batman himself. Dark Knight is about freedom and responsibility, order and chaos, whether it's best to be The Fettered or The Unfettered. And Rises is about truth, trust, and pain: every lie and deception carried out in the course of the series contributes to making the situation much worse, and revealing the truth provides the steps to improving matters. Bane is a villain defined by the physical pain he feels, contrasted to the psychological pain Batman feels. Significantly, by the end of the film every main character knows Batman's true identity.
The power of myth also is a significant theme, as is the problem of escalation — Batman ultimately derives his strength not from his money, which can be lost, or his physical powers, which can fail him, but his power as a symbolic icon to the people of Gotham, and in doing so becomes "more than just a man". On the flip side, however, the more powerful the myth of Batman becomes, the more powerful his enemies become as they rise to challenge him.
The films also warn about making short-sighted decisions to solve immediate problems. Bruce Wayne joining the League of Shadows, Gotham's gangsters hiring The Joker, Dagett hiring Bane and Catwoman stealing Bruce's fingerprints all prove to be very bad ideas.
Tucker & Dale Vs. Evil: How first impressions can be misleading and deceptive. Also, the importance of communication to avoid misunderstandings.
Romy And Michele's High School Reunion: Living well is the best revenge. Also, life goes on after high school, and one's experience there eventually matters very little, if at all, in the grand scheme of things.
The Big Country: The nature of bravery, particularly in the face of futile conflict.
The Indiana Jones series: What's treasure versus what's valuable; each movie sees Indy and his friends on the hunt for some ancient artefact of incalculable power and worth, but while they might not end up with the treasure they usually come to some understanding about themselves that is more valuable and meaningful.
Hobo With a Shotgun: Do desperate times really call for desperate measures, or will that just make everything worse?
Brazil - Learning to take responsibility for one's actions.
Pleasantville: The conflicts between nostalgia for the past and the reality of the past. Also, accepting the present, flaws and all, versus living in the past.
Family. All of the regular Jaeger pilot teams we see, barring Raleigh and Mako, are related in one way or another, and there's a recurring theme of surrogate family members. Even the Kaiju, in an odd sort of way, are related to each other, despite being genetically-engineered bioweapons. One is even pregnant.
Unity. All of the family teams are defeated. The final victory requires everyone to work together; people of different races and nationalities, people who love and hate each other, fighters, scientists, and even criminals have to contribute something to achieve the win.
Hope. The hero of the movie refuses to trade ten lives in favor of improved odds for saving two million more, and instead resolves to save two million and ten lives. The entire Jaeger outfit at the end is still unhesitatingly going out to fight even when the war is visibly beyond the point of no return. The politicians who try to cut their losses and be pragmatic and play lifeboat are shown as taking the road of good intentions straight down to Hell. It's only the people who refuse to acknowledge 'hopeless' odds and instead persist in believing that they can score a clean victory rather than a mediated loss who end up achieving anything.
X-Men: Days of Future Past: The importance of maintaining hope, even in the face of hardship and tragedy, because hope can conquer anything, and that just because someone has lost their way, it doesn't mean they're lost forever.