As a general rule, movie titles are not underlined. They are placed in italics. The use of italics for movie titles is the commonplace practice since the ubiquitous presence of computers in offices, homes and schools.
If a piece is handwritten for some reason, italics become an impossibility. In that circumstance, a movie title is underlined. Movie reviewers as a group often part with the practice of placing movie titles in italics. This group of writers tends to place a movie title between quotation marks. In fact, this is incorrect because technically the captions of scenes within a movie are placed in quotation marks while the movie title itself is italicized.