The Commitments: When Jimmy auditions musicians for the band, one of them plays "Heaven Knows I'm Miserable Now", to which Jimmy, who's not enjoying it, says, "Yeah, I know what you mean."
In Shaun of the Dead, Shaun turns on the TV and flips through several channels, the dialogue of which flows from one channel to the next. One of the channels is VH-1, which is playing the music video for "Panic".
In My Dark Vanessa, Vanessa remembers listening to the Smiths with Jenny. She'd never heard of them but pretended she had so Jenny wouldn't think she was a loser.
In The Perks of Being a Wallflower, protagonist Charlie dubs mixtapes, and he states that his favorite song is "Asleep". The song itself was included in the film version of the novel.