City newspapers are useful for tracing a film's critical reception, and may contain other film-related articles. You can also use the movie listings section to study a film's release patterns in a particular city, or how it was sold to audiences through advertisements.
The ProQuest databases listed above can generate MLA citations for you, but they may need some tweaking. In particular, movie advertisements are likely to require corrections on your part.
Take the time to become familiar with newspaper citation in these MLA resources: