One of the easiest activities to use with Spanish language movies is to ask students to write down any words they understand from the dialogue. This will give students a focus and help reinforce class vocabulary.
If Spanish language subtitles are available, you can use them to help students better comprehend a movie. However, they may be practicing their reading skills more than their listening skills.
It's not always necessary to show an entire movie. For instance, if you are studying food vocabulary and a character in a movie goes shopping at the local market, playing that scene can enhance your lesson.
If you're looking for premade lesson plans for a specific Spanish language movie, Filmarobics is a company that specializes in selling lesson plans based on foreign films. The lesson plans divide each movie up into segments with accompanying summaries, vocabulary, and activities. Tasks include answering questions, putting events in order, and more. You can also purchase movies from the site.