Those movies are entertaining, and some have positive values that can correlate with esotericism. I would say that Gladiator, while captivating, is mostly fascination with violence. The Lord of the Rings has symbols taken from the great world mythologies, but is not an accurate representation of esotericism, since its story was not a deliberate exposition of initiation. The Matrix is also entertaining, but inextricably linked with degenerate practice, since the sequels blatantly express the fundamental axioms of black magic, which is the animal orgasm in sexual trance (in the copulation scene with Neo and Trinity in The Matrix Reloaded).
The original Star Wars are classic, yet the newer films are childish and nauseating, personally. George Lucas did take and utilize some powerful themes through his original three films, which originated from Joseph Campbell's teaching on mythology. However, this is imitation, not initiation.
It's rare to find films that completely correlate the teachings of esoteric doctrine. However, there are innumerable operas which do. You can refer to this list to help orient you in esoteric, operatic studies, which are pure teachings of alchemy and Kabbalah.
Mozart
- The Magic Flute
- Don Giovanni
Wagner
- The Ring of the Nibelungen
- Parsifal,
- Tannhäuser
- The Flying Dutchman
- The Master Singers of Nuremburg
Puccini
- Turandot
- Madame Butterfly
- La Boheme
Verdi
- The Force of Destiny
- Aida
- Othello
- Nabucco
Arrigo Boito
- Mefistofele
Gounod
- Faust
Berlioz
- The Damnation of Faust
Beethoven
- Fidelio
There are really countless operatic pieces with pure Kabbalah and esotericism expressed therein. As for some conventional movies with beautiful themes that correlate with esoteric doctrine (although not composed by initiates):
Hayao Miyazaki (animated films)
- Princess Mononoke
- Spirited Away
Shakespearean Dramas (packed with Kabbalah!)
- Titus (with Anthony Hopkins and Jessica Lange, extremely dark piece!)
- The Tempest (same director as Titus, Julie Taymor, visually stunning!)
- Hamlet (various versions, I own the one with Kenneth Branagh)
- Henry V (also by Branagh)
- Much Ado About Nothing (probably Branagh's best)
- Coriolanus (Shakespeare's Rambo, with Ralph Fiennes)
Other live motion pictures:
- Groundhog Day (the eternal return and recurrence of Buddhism and Nietzsche)
- Ben Hur, A Tale of the Christ, with Charlton Heston (Beni Ha-Aur, Son of the Light)
- The Last Samurai with Tom Cruise (Bushido and the Way of the Warrior)
- Krull (an 80's fantasy movie with some pretty cool symbolism)
- Legend (again with Tom Cruise... not that I like him or anything!)
- Gandhi (this epic classic stars Sir Ben Kingsley, a tremendous work!)
If I come up with more, I will add them!