The proper category for most films would be Arts and Entertainment, that is if there is no separate category for Movies and Film.
Being in the industry, there are times I feel movies are an art form, but because of the sheer number of people working on a film and because they are so commercial in most cases, you will find that few people in the industry would classify movies as art. The views are various, but a movie is seen from marketing and sales by most.
That's probably why they link Arts and Entertainment together so there is a middle ground between the people who work on a movie and the people that promote and fund them.
I hope that has helped. Take care!