I believe that films have the power to change your life. They can change your whole perspective on a situation and make you see something from another point of view that you hadn't thought of before.
The Matrix makes you think about the world around you and makes you wonder whether it really is all just a program. Films like Saving Private Ryan or the mini series Band of Brothers makes you think about how much our grandparents have given up so that we can live in a safer and more free(?) world and makes you think about how lucky we are. And 1984 just makes you think about everything.
You can learn things about yourself from films too. For instance, with the film Saw you might think about what you would do if you were in their position. Would you trust the other guy? Would you saw off your foot?
Most, if not all films make you think about life and I love that. I love the power of films but more so the power of stories. Because essentially that's what films are.