The law against carrying a gun into a movie theater will depend on that states specific laws.
In some States including Florida there's no ban on taking your gun into a movie Theater but in States such as Colorado it is illegal to take a gun into a movie theater.
Some movie theaters may ban the bringing of guns inside so if they have a sign that says that guns aren't allowed in the movie theater then you need to and likely must obey that sign or get into trouble or at least be asked to leave the movie theater.