Film and video are commonly cited in MLA style, but it is also possible to do so in Chicago format. Here are basic examples of how each should be formatted. For more complicated situations, refer to the MLA Handbook, Chicago Manual of Style, or any number of open websites such as BibMe.
Blade Runner. Directed by Ridley Scott. Warner Bros., 1982. DVD.
Blade Runner: The Director's Cut. Directed by Ridley Scott. Warner Home Video, 1997. DVD.
Cha, Theresa Hak Kyung. Vidéoème. Electronic Arts Intermix, 1976. Videocassette (VHS).
Harwood, John. “The Pros and Cons of Biden.” New York Times video, 2:00. August 23, 2008. http://video.on.nytimes.com/?fr_story=a425c9aca92f51bd19f2a621fd93b5e266507191.
“The Wrong Trousers." Wallace & Gromit: The Complete Collection, special ed. DVD. 1993. Directed by Nick Park. Bristol, UK: Aardman Animations, 2009.
Moonlight. DVD. Directed by Barry Jenkins. Santa Monica, CA: Lionsgate, 2016.
Use Fleet Search to generate citations automatically when you download articles. You can also use it to find book citations. In the right hand panel within Fleet Search, use the "Cite" icon and choose your style from the list.
Using a free citation manager like Zotero or Mendeley will help you organize your citations as well as the PDFs you may be collecting. You can also use them with your word processor to automatically generate bibliographies.
Look at bibliographies while you read. Not only is it a great way to find relevant sources, but your ability to skim a citation and know what it means will improve your research.