The only cinema in Lagos closed down about three years ago as did the one in Praia da Luz.
The nearest cinemas now are in Portimão where there are two complexes:
1) Castello Lopes - C. C. Continente
Quinta da Malata, Lote 1
Centro Comercial Modelo
8500-500 Portimão
Current Shows here: http://bit.ly/cTVMSS
2) Algarcine - Cinemas de Portimão
Av. Miguel Bombarda
8500-508 Portimão
Current Shows here: http://bit.ly/9l5dGC
Most movies suitable for adults are in English with Portuguese Sub-titles.
Most movies suitable for kids are usually always dubbed into Portuguese.