Do natives generally understand difficult movies perfectly?
The answer to this is actually...no. There have been a lot of articles written about this in the past few years. Young people often prefer to watch TV and movies with subtitles on, even when the show or movie is in English. Why is this? It's partially to do with modern media not prioritizing enunciation and preferring actors to use more naturalistic ways of speaking, which can lead to dialog sounding like mumbling. It also has to do with the speakers on the average television, which are usually located on the back of the TV and are of fairly low quality.
As for the idioms or vocabulary used in TV or movies - yes, most native speakers will understand that. Plays will often use a lot of high-level vocabulary words, but TV shows and movies are generally designed for the average English speaker and most native English speakers aren't going to find them difficult to understand.