Next month, I'll be giving a talk to a film collective in Brooklyn about the intersection of film and magic, two subjects I can truthfully say I know something about. While the bulk of that talk will be in a language only film people will understand, I can put a few things down here that may interest the general public.
First of all, the earliest film makers were in fact, magicians. Film itself is a kind of magic, as the medium uses light projected on a flat surface to make people feel emotions, and go places they've never been. This should be obvious, but when we think of film, we don't tend to think of it this way. We say "Well, it was all done with cameras, and editing computers" etc. This isn't so different from when a magic audience says to themselves "He must have used sleight of hand, or a trick deck, or magnets." It may be wrong, but it's an explanation that alters our experience of the medium. The openness of the film making process may have taken something from that part of the experience, but it's still a powerful medium for these very reasons.
Second, some great directors have used a bit of careful sleight of hand with their actors to produce an effect visible only to the audience. The best example I could find (that anyone would know about) was in the final scene of The Birds, Hitchcock responded to Tippi Hedren's question "What's my motivation to go into that room full of birds when I know they've been killing everyone?" with "Because I told you to." This resulted in her confused look as she entered the attic for the final bird attack, and made the scene what he wanted. Another example is in the scene in American Psycho when the police question Patrick Bateman. The scene was directed several ways, in which the cop thinks Bateman is the killer, thinks he isn't, and doesn't know. The final product was an edit of all these scenes together, making it hard to get a bead on what the cop thinks of Bateman.
Tragically, the intersection of film making and magic is so great that talking about it could be a three credit college course, and I have to get back to practicing with my magnets.