If you're referring to a feature film, there is no difference; American English uses the word movie much more commonly, while British English until recently used the word film (movie is now becoming increasingly common in British English).
I make a personal disctinction - to me a film has artistic and entertainment value, whereas a movie has just entertainment value (and a lot of them don't even have that!). To take some recent films as an example - Die Another Day is a movie, Donnie Darko is a film. JMO.
I'd go with Ravenhair's response on this one. Interestingly, although it is increasingly common for people in this country to use the term 'movie', it has been uased in far less frequent-usage times, for as long as i can remember, by professional Yorkshireman Michael Parkinson, and i thought then, and still do now, that it sounded really odd to hear this Americanism in the middle of one of his gruff Yorkshire sentences.
As ravenhair says: movie is American English, film is British English. Let's preserve our English language and stop using words like movie and cookie. I don't want to become an American! I think it's a losing battle, though.