Movies is slang for a motion picture. Film is the medium on which motion pictures are fixed. Cinema is from the French cinématographe which comes in part from the greek kinema, meaning "movement". So cinema is really just another word meaning moving picture. It also has come to mean more generally the process of film-making and also the building where films are shown. Theater is similar to cinema, in that it can mean the building, or more generally the industry of live performance (i.e. plays, musicals, etc).