I have a field called [Movie Sort]. [Movie Sort] is an expression which uses several fields to calculate it's value, including [Series] and [Name]. For movie series, I fill out the [Series] field with the series name. Like "The Fast and the Furious" for example. Then I fill out the [Episode] field with the number of that movie. So The Fast and the Furious would be episode #1. 2 Fast 2 Furious is episode #2, etc.
I've also been experimenting with using [Season] to group Extras together with the relevant movie. You can just omit the [Season] part of the expression, or don't fill out the Season tag on your Movies. Either way the sorting should still work as I've described it.
[Movie Sort] figures all of this out for me with the following expression:
if(isempty([Series]),[Name],[Series] [Season] [Episode])
Of course you need to tell your Views to sort by [Movie Sort] when you're done.
This is just one way of doing it; you could adapt this or change it to suit your needs.
Brian.