My first thought was detective/courtroom drama type movies, but these are typically Sherlock Holmes style pseudo-rationality, with lessons you can't apply to reality.

In general I don't think movies are good for promoting rationality. The best I can think of are some of the more realistic war movies, eg. Das Boot, Platoon, The Great Escape, which illustrate the "nature doesn't care" idea, where the characters can do everything perfectly and fail anyway because they were in an impossible situation from the start.