Here's my current set up for Movie Box-Sets. I'm sure there are other ways too. NOTE: I switched from using "Shows" as stated above back to using "Movies" as the media sub type (now that I found a few new tricks)
First setup the file properties in Standard View > Video >Files view. Make the files/movies a media sub type "Movies". Give each movie a Series name and an episode number for each (for sorting).
So if you wanted the Bruce Willis Die Hard collection to show under one movie cover, the Series name would be "Die Hard", then each movie would have an episode number: "Die Hard" = episode 1, "Die Harder" = episode 2, etc. Make the Season = 0 (so you can distinguish these "series" from other movies you don't want to show).
This is the Theater View when you click on "Movies"
Then the "Movie Box Set" (call it whatever you want) looks like this:
If this is what you want - read on ....
Set up you files liek I described above (here's a sample screen shot):
Behind the scenes: Go to Tools>Options>Theater View:
Add an new Library Item under "Movies Tab". it will be called "New Library Item" (rename it as you desire). I called it "Movie Box Sets".
Go to Edit box and add "Series" (this is so it will only display Series of your choice (and the media sub type is "Movies" so this won't mic in you TV Shows):
Then go to "Set Rules for File Display" button. Add the modifiers shown below:
Last step (if you want) is to tweak the "Info box" shown when you select a movie. this is found under "tools>options>theater View>Customize Info Panel. You can add movie date, Mpaa rating, etc. I like to add "Watched" to the indo panel.