A domain name should be registered for the movie or film as soon as the name of the film has been determined and before the name is made public. As the name of the film becomes more widely known, many variations of the name will likely be registered by domain name cybersquatters.
Since it is relatively easy to register a domain name, there is no excuse to wait and let cybersquatters get the domain names first. And because it is very cheap (less than $40) a domain name should be registered even if it is unknown or unlikely that a web site will be set up for the movie or film.
It may take a few attempts at trying domain names for different variations of the name of the film to find a domain name that is available. There are particular variations that are fairly standard, such as appending "movie" to the name of the film. Search for a Movie or Film Domain Name provides a simple way to search for these variations all at once.