There are innumerable operas with wonderful Kabbalistic and esoteric messages. The following list is not exhaustive:

Wagner: Parsifal, The Ring of the Nibelungen, Die Meistersinger von Nurnberg (The Master Singer of Nuremburg), Die Fliegende Hollander (The Flying Dutchman), Tannhauser
Puccini: Tosca, Turandot, Madame Butterfly
Mozart: Die Zauberflote (The Magic Flute), Don Giovanni

Some excellent films with spiritual content:
Gandhi (the doctrine of Ahimsa in action)
The Little Buddha
Groundhog Day (About return and recurrence)
Hamlet (I like the Brannagh version, although he does whine alot. Still an excellent adaptation!)

That is just a list for starts.