I'm religious, but my religion teaches that there is no independent force of evil, but that evil is just the absence of God's goodness, just like darkness is the absence of light. So I don't believe there literally is Satan or demons, but think they're symbols. For example, I think possession in the Bible is an old description for certain mental illnesses, and I do believe Jesus cured them.
As for movies? I don't mind when the content is somehow immoral. But probably I wouldn't show it to my kids until they've reached an age old enough to understand how just because the cool hero in a movie does something immoral, that's no reason to take him as role model, but to see that even generally good people will often sin.
We all, including religious people, just enjoy being scared or irritated by movies sometimes, just like many of us like rollercoasters. When a movie has a weird message according to my moral and ethical feelings, yet is still a damn fun watch, I will not take it so seriously. It's just a movie, right? And we all sometimes need to be able to laugh about our own opinions and attitudes too, because none of us is perfect, right?
