When you start with movies, watching an English language movie with English subtitles is a good choice, but please bear in mind that sometimes the subtitles do not exactly match the language spoken in the movie. You can also download subtitles from the internet; look for the .srt file extension. Make sure you match the correct subtitles to the movie. I once unknowingly downloaded American subtitles for an Australian movie, where the language had been changed to suit the American audience. They did not match my Australian (original) version of the movie at all!
One thing I recommend is to first watch a movie you know well, so that you can follow the plot without getting frustrated if you can't understand every word. Then, watch a movie or TV series about a subject area you are interested in. For example, if you like building and architecture, try watching Grand Designs. If you like cars, try Top Gear.
Here is a list of my favourite movies and TV series for listening to English language. After watching your favourite blockbusters, and if you are going to study English in England (or plan to live/work in England) try these:
1. Notting Hill (1999)
2. Mary Poppins (1964)
3. Shakespeare in Love (1998)
4. Four Weddings and a Funeral (1994)
5. Bridget Jones's Diary (2001)
6. Pride and Prejudice (1995) (TV series)
Happy viewing!
Picture credits: Wikipedia