Iconic filmmaker Stanley Kubrick used Futura religiously in many of his films, notably 2001: A Space Odyssey and Eyes Wide Shut.
It was Stanley's favourite typeface. It's sans serif. He liked Helvetica and Univers, too. Clean and elegant... I was always trying to persuade him to turn away from them. But he was wedded to his sans serifs.
- Tony Frewin, on working with Stanley Kubrick
More recently, Wes Anderson has done the same with his films (The Royal Tenenbaums, The Life Aquatic, etc), using Futura (specifically Futura Bold) almost exclusively in the artwork, credits, and even within the films.