I've never seen the point of broad threads that go on forever like asking what movie you've seen lately, so I'm going to recommend something specific.
I just saw a very good new documentary called Terms and Conditions May Apply. It will be of particular interest to anyone interested in privacy, and naturally very relevant, since we all spend time online.
It's by a guy I've never heard of, Cullen Hoback, and it doesn't have a major studio distributing it, so it may be hard to find - but worth the effort. It's essentially a quick overview of various ways that corporations and governments collect information on you, and then pass it around. Very interesting, and very entertaining, too.