In the UK people are more likely to say they're off to see a film or going to the cinema.
Going to "the pictures" (as in moving pictures) or "the flicks" is also widely understood to be the same thing
When I was a kid we always used to say we're going to the show. That was growing up in San Francisco. When I moved to Fresno, no one ever used that phrasing. It was let's go to the movies.