Go vs Come

"I'll go with you" and "I'll come with you" are both correct English. There is not a great difference in meaning. I can't think of any reason why the usage of these expressions in movies should differ significantly from that in real life.

"I'll be going/coming with you" is also possible and has a stronger sense of something planned or arranged.

If you think of yourself "here," and travelling to "there," you might use "go."

If you are already thinking of yourself "there," you might use "come."

shaunmWhy do they say 'I'll go with you' instead of 'I'll come with you

It's probably a response to "I'm going to [somewhere]".
The natural thing to say is "I'll go with you", because the other person already said "going".

CJ

Thank you, CJ!

I think you correct. It's always happens as a response.

So, can I be sure that when my friend asks " I am going to the shop, would you join/come with me?
My response should be ' I'll go with you'

right?

shaunmSo, can I be sure that when my friend asks " I am going to the shop, would you join/come with me? My response should be ' I'll go with you'

In reality if someone asked that then you would normally just say "Yes" or "Sure" or something. You would not normally bother to say "I'll come/go with you" in full.

However, that quibble aside, you can say

Thank you once again!