Love a great movie, but the hardest itch is best scratched with a mini series. By that I mean a series that is a finished story in one season. Sometimes they add another season, but it's almost never as good as the stand alone first season.
It's the perfect medium I think. Long enough to tell a full story and not leave too many details out (like in movies) but also to the point and finite, not like a series where you're already watching season 8 because you feel like you have to, just to see the ending of a story that might never come.
Examples are: Band of brothers, Chernobyl
TL;DR: Mini series is the best of both worlds IMHO.