Audio and audio-visual material is likely to contain a number of different intellectual property rights regardless of whether it is made available via TV or radio broadcast, cinema release, DVD or online delivery methods. These include copyright in the film recording (the moving images themselves), the soundtrack/sound recording, copyright in the words or music being performed or rights in the performances. This means you may need more than one licence/set of permissions depending on what your intended use is.
The law allows for audio and audio-visual recordings to be performed for the purposes of instruction (i.e. teaching) without permission (S34), but if the work is played to those not directly giving or receiving instruction as part of an accredited course it is likely to be viewed as a public performance which will require licensing. Public performance of musical sound recordings is licensed in the UK by Phonographic Performance Ltd (PPL) and the music itself is licensed by PRS for Music. There is no single body responsible for licensing the public performance of television, film and other audio-visual material although commercial feature films are often represented by Filmbankmedia. It will be necessary to contact individual production companies or film studios to clear the use of some content.