I’d like to live in the Star Wars universe. Assuming of course that I’d be a Jedi, or a smuggler, or if I owned a really nice vest.
Dark City looked pretty cool at the end, but might be a bit claustrophobic.
Another vote for porn world. Let’s face it - porn takes place in a perfect world. There’s no death or health problems or poverty or serious crime or wars or natural disasters or villains or monsters. The people in porn world just spend all day having great sex with attractive people.
Really? I think the Creator rearranging history every ten years would get on my nerves.
Miller’s Crossing
Any of the Pokemon movies.
Amelie. I’d have to learn French, though. ***Micmacs ***would be a nice runner up. Not so much the other Jeunet movies, though–while the whimsy of ***Delicatessen ***appeals, the cuisine leaves a bit to be desired. And the ***City of Lost Children ***would be, at best, an interesting place to visit.
The furry in me’d sign up for The Secret of NIMH, too, though only with the promise of being one of the rats.
Do TV shows count? ***Pushing Daisies ***and Firefly’d both have me stepping through the rift in a heartbeat.
As a passenger in the back seat of the car driven in Trains, Planes & Automobiles, laughing, “I LOVE that song,” at every one playing on the radio. The scene where they’re screetching between the semi’s…flashing from skeletons to freaked out faces & back again…living faster than the speed of the life. Is good.
I would be happy as a man in the street in a Hal Roach comedy in sunny Los Angeles circa 1932. At least until I got covered in roofing tar or had the top punched out of my boater hat. 
Hah! I came in to say the same thing! I watched The Thin Man for the first time a few days ago and After The Thin Man tonight.
I’d have to married to Myrna Loy though, 'cause booze, Art Deco furnishings, tailored clothing, servants and limitless money can take you only so far. 
Yeah, and no STDs either. No regrets, no commitments, no worries.
If I were going to live in Casablanca, I would want to be Ferrari. After all, three days in and everyone you like has left, except for Carl and the other folks at Rick’s. And as Ferrari, I would then own Rick’s. I could always lose weight 
I’m thinking maybe 2012, as long as I and my loved ones all survived. I think it would be good to do a re-boot on the whole world. Although I’m not really particularly optimistic about how it would turn out.
Roddy
I want to live in Hobbiton.
Well William Powell was married to Carole Lombard and at one stage was shagging Jean Harlow, so you would have a reputation to live up to.
Somewhere over the rainbow, bluebirds fly…
Yes, the Wizard of Oz would do me.
Gattaca. That’s the world for me. We’re at the point where one can apparently travel to Saturn with less hassle (and more style) than I would experience flying to Vancouver, we’re apparently pretty well off medically, and we’ve come to grips as a society with some cleaner energy sources. I liked the way the lack of necessity for fuel efficiency leads to bigger, gaudier styles of car bodies, very clever.
Or maybe Moon, although we don’t really see what that world’s like. A big corporation seems to have a lock on the Helium-3 market and it acts like a dink and talk radio still exists - both drawbacks - but it’s implied that world is on its way as well. Artificial intelligence, cheap energy, well established routine travel throughout the solar system, we’ve got it made.
I think people are misreading the OP. The question isn’t what character you’d like to be; it’s what movie you’d like to live in.
Just because you’re stepping into The Lord of the Rings, don’t think you get to be Aragorn. You’re more likely be one of those Rohanian militiamen who gets killed by an Orc.
The first one I thought of was Casablanca. But that was done by the OP, so I have to say Top Hat. I’d love to be Ginger. What’s not to love–great clothes, lots of money, tap-dancing, horseback riding, trips to Italy with drinks by the pool. Not shown in the movie but apparently even mountain climbing was a possibility. Heaven!
I’ve always wanted to live in Kenneth Branagh’s Much Ado About Nothing.
Cannonball Run. Finally, some people who drive like me.
Outside of movies, I’d say the Folgers Commercials.
Once more unto the breach, dear friends…