The first ever movie that I watched related to markets - 'Trading Places' . Very well made, highlights the role of skill and luck in a trading as a career. Besides the movie stars Eddie Murphy who can tickle your bones :)
Of course 'Rouge Trader' is awesome. Gives a sense of what may happen if you don't own up to your mistakes in markets.
Gafla - Bollywood movie, loosely based on Harshad Mehta. Quite well made.