The Shining
Many fans believe that The Shining is a veiled apology for filming the faking of the Moon landing. The characters Jack and Danny represent Kubrick’s practical and artistic side. Jack (Kubrick) makes a deal with the manager of the Overbrook Hotel (America) to protect it during the winter (Cold War).
Then, more specifically, the haunted room in the book is 217, but in the film it’s 237, supposedly changed to represent the 237,000 miles between the earth and the moon. Instead of the creepy girl twins, in the book there’s only one child, this was apparently changed to reference the Gemini Program. Finally, and this time pretty indisputably, Danny is wearing an Apollo 11 jumper in that scene, which is a reference to… well, Apollo 11.
Ghostbusters
The theory goes that the Ghostbusters actually die on the roof at the end of the first film. They couldn’t have survived crossing the streams and the resulting explosion. It’s their ghosts that free the spirits of Dana and Louis, who also died at the same time as them from the charred corpses of the terror dogs.
Together, in a shared vision created from their subconscious, to help ease their transition to the next world they descend down the stairs to emerge to cheering crowds and drive off to the afterworld in the ectomobile.
Ghostbusters II shows their life in purgatory, where they relive the events of the first film where the details change even though the basic foundation remains intact (Gozer becomes Vigo, Stay Puft the Statue of liberty, etc.).
Ferris Bueller’s Day Off
The Ferris Bueller Fight Club theory: Ferris and Sloane are imaginary. As Ferris tries to explain, he will soon be graduating school and growing up: probably growing out of his “imaginary friend” phase and move into the ‘real’ world of jobs, colleges and adulthood. His “day off” with Ferris and Sloane is the last chance Cameron will have to enjoy childish things, as he grapples with the concept of becoming a man. Consider that Ferris wears a different outfit in each scene before he and Cameron go to pick up Sloane, and whenever Mr Rooney and Ferris have a conversation with each other, only one of them speaks throughout the entire conversation – the other is completely silent. Another thinking point; remember the references Ferris makes to John Lennon being The Walrus? 
“I am he as you are he as you are me and we are all together…
Finding Nemo
It’s darker than you thought: One theory suggests Marlin’s whole family, including Nemo, were killed at the beginning of the film, and he imagines one son survived. Nemo is then an allegory of Marlin’s journey through the stages of grief:
Denial – He won’t let his son go to school because it’s not “safe.”
Anger – He scolds his son for venturing out of his control.
Bargaining – He puts up with an amnesiac travel buddy to help him find his son.
Despair – He sees his son flushed down the drain.
Acceptance –
He learns to “let go” and let things be the way they are. Almost everyone in the story tells the father he has to “let go” of his son. His travels take him to the Land Down Under (aka Underworld). The movie ends with him saying goodbye as his son visually disappears into the void. Finally: “Nemo” means “nobody” in Latin.