They can be used to refer to the same thing, but they can also have slightly different meanings. A movie is more restrictive - it is longer, usually between an hour and 20 minutes and two and a half hours. It is often a high-budget production. "Film" on the other hand is usually used to refer to independent works and more artistic movies. There are also "short films" which may be only a few minutes long, but you can also have films which are the same length as a typical movie.
In short:
Movie = 1-3 hour production, usually from a big company
Film = more artistic/meaningful, usually from independent filmmakers or smaller companies, can range in length from a few minutes to a few hours
This is also why we usually talk about "film festivals" - these festivals are usually celebrating films which are artistic and meaningful, and many are from independent filmmakers