Here's something some people I know have found useful. Before watching a film in English with English subtitles, watch a version that has been dubbed in your own language. Then watch it in English with English subtitles. You'll not have to worry about missing the meaning of some crucial word, sentence or short dialogue, because you'll already know what's going on. You can watch the English-language version in a more relaxed mood, and perhaps catch the general flow of what is being said.
Many years ago, on holidays in Germany, I used to go the the cinema to watch German-dubbed versions of films I had already seen in England. I firmly believe that this helped improve my listening skills in German.