The most common and most likely answer to this crossword clue is the 5 letter word MISTS
I've seen this crossword clue in The Guardian
M
I
S
T
S
More clues leading to the result MISTS
Buddy explains!

The straight part
We know that "Films" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case films = mists.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does MISTS mean?
MISTS noun- Water or other liquid finely suspended in air.
- A layer of fine droplets or particles.
- Anything that dims, darkens, or hinders vision.
- To form mist.
- To spray fine droplets on, particularly of water.
- To cover with a mist.
- (of the eyes) To be covered by tears.