Of course, all (or most) movies have a theme or meaning they are trying to convey. Well, shoot-em-ups and action flicks are mostly about the sequence of wild events, but every once in a while there's one with a deeper message. In the film circle, deeper meanings are often referred to as "sub-text", which is the meaning behind the words or actions.
But even going deeper than sub-text, there are some movies that include hidden meanings that you may never catch if the clues aren't a part of your own cultural beliefs or knowledge-base. Some references go by without interfering with your enjoyment of the basic sequence of events that make up the story, while others hit you over the head with deeper meanings. There are also movie makers who intentionally bury symbolism and hidden meanings for their own enjoyment or to speak to a select group of viewers.