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Watching films in English
If you want to watch a film in English you are going to have to be very patient. They used to show English films in Vecindario but they don't anymore and the only chance is a subtitled version at the Monopol cinema in Triana. In the cinema listings look out for VOS (version original subtitulada), it will have the film in its original language with Spanish subtitles. Otherwise wait for the film festival in March when they will have a few English speaking films.
Open air cinema
During the Summer there is an open air cinema in Siete Palmas in Las Palmas which shows films just before they are released on DVD. It is a very pleasant evening. The full guide on what's on can be found from the tourist offices dotted around Las Palmas for example in the bus stop in Santa Catalina.