With W out now, I can think of M, the old Fritz Lang picture, and Z, the Greek political thriller, and a few years ago didn’t they make a modern Othello entitled O? What other letters have formed the complete titles of films?
I know they haven’t filmed Thomas Pynchon’s V., but that would be a beauty.
I thought I remembered an old horror movie called Q. Not only did it exist, but according to IMDB, there are five movies with the title Q.
If you mean films with a single letter or films with more than one letter (like titles that are acronyms), I can think of one of the latter:
MIB
That listing misses the American TV miniseries V, about invading aliens.
If you add numbers, there is at least a movie for every number, but most of them are short or indy films. Nevertheless, there’s
The One – martial arts film
Five Arch Oboler’s end-of-the-world flick
Seven – the psycho-killer film
8 1/2 – Fellini
10 – the Bo Derek film.
We’ve also got pi and $.
“O” was nice and artistic and stuff, but I sorta preferred “The Story of O”. 
Not a single letter title, but back in the fifties there was a film called “DOA”, meaning “dead on arrival”.
It’s stretching the rules a bit, but there is the excellent I… comme Icare. (“I as in Icarus”)
Vin Diesel was in XXX
X2
F/X and it’s sequel F/X-2
I believe that the official title of Spike Lee’s **Malcolm X **was simply X.
There’s X, Y, and Zee
Oddly enough, this is listed in the IMDb under the UK title of Zee and Co.. You’d think in the UK it’s be Zed and Co..