In art, the Holy Spirit is represented most often as a dove, and is most commonly depicted at the Baptism of Christ, where the Spirit Of God Descends Like a Dove. If I were going to look for the Holy Spirit in cinema, I’d look at Bpatism of Christ scenes.
Here’s one, from the TV-movie (by Zeffereli) Jesus of Nazareth:
Not a realy big scene, but at least it has the dove. You won’t find one in Godspell, for instance.