1. I went to movie. Incorrect, therefore no meaning. 2. I went to a movie. I went to an unspecified movie. 3. I went to the movie. I went to the movie that we are talking about (or have talked about). 4. I went to the movies. (Same as 2.)
4. I went to church. I attended a church service. I participated in a church service. 5. I went to a church I went to see a church (the building). I went inside a church (the building).
The usage of articles depends in some cases on whether participation in an activity is meant or not.
to school / to a school works the same as to church / to a church, for ex