In Psalm 101 David said that he would not set any wicked thing before his eyes. This is a biblical principle that has broad application. The problem is, whatever we look at tends to work its way down into our hearts. This is why we must be careful what we allow our eyes to gaze upon.
As you said, some churches tell their members that they are not allowed to go to the movies. The purpose is to protect them from ungodly images that could have a negative effect on their spiritual lives. But there are many other sources of ungodly images besides movies.
We prefer to teach people the principles and allow them to be responsible for how they apply them. For exemple, we don't have any rules against leaving bottles of poison setting around the house when there are young children around because people understand that this is dangerous. So why should we make rules about other harmful things? Instead, what we need to do is educate people about the spiritually poisonous effects of most media. This includes movies, TV, videos, Internet, magazines, books, CDs, and so on. Not all media is evil and harmful, but much of it is (probably the majority). People must learn to make wise choices in what they cast their eyes upon.