Most of my favorite movie experiences involve theaters which no longer exist.
Saw so many blockbusters (and an all-day Star Trek marathon) at the original Cine Capri in Phoenix. Original trilogy, Aliens, Blade Runner, etc.
Also saw plenty of films at the second largest screen in the state - The Kachina in Scottsdale. I'll always remember the lines for ROTJ going around the building twice.
Then there was the third largest screen in the state - The El Camino, also in Scottsdale. Seemed like every Harrison Ford film on the planet played there, but mostly I remember The Gods Must Be Crazy playing there for literally a solid year when it was released. LOL
As a kid I was a regular at the old Los Arcos Mall (pre-renovation). Used to pay like $5 to see 10 films during the summer. Downstairs theater, just below the Superfun arcade. Movies were everything from Pippi Longstocking to the old Sinbad adventure films to Jason and the Argonauts. Ton of fun. Also saw many foreign films in that theater - Das Boot, Trois hommes et un couffin (Three Men and a Cradle), etc.
Vividly remember seeing Tom Horn as a kid at the Thomas Mall Theaters. I was 8 seeing a pretty graphic rated R film. Never really bothered me as I understood from a young age that it was all acting and the same actors would be different characters in another release soon. Still, it was pretty graphic. LOL
I saw a lot of great films in Scottsdale at the old UA 5 Theatres which is now an art gallery/museum. Breakfast Club, Reds, Platoon, WarGames, etc. Saw a special premiere of Dudes there and got to meet/talk with one of its stars - Catherine Mary Stewart (also from The Last Starfighter). Most of the people were crowding around Jon Cryer but myself and a couple of other lucky teens were just chatting it up with Catherine.
As a kid, my dad would take me to drive-in movies. Saw a lot of cool movies on the big screen with a window-mounted speaker for audio. Those were the days. I remember seeing Star Wars, Tron, The Boogens, Mother Lode, etc. Late 70's and 80's at the drive-in - great memories.
Some of the best experiences were all of the advance screenings we have seen over the years. We used to regularly see films at least a couple of weeks before they were released to the public. We actually still see a few a year, but many years ago we saw nearly every blockbuster (Lethal Weapon, Splash, etc.) well before their release date. Have seen a handful of special advance screenings where you are literally sworn to secrecy and shown a film months before release and in an unfinished form (special effects not complete, etc).
Still nothing like seeing a movie with a large audience that's really into the film/experience. When we recently saw Knives Out the crowd was electric - gasping at the right moments, laughing at just the right time for others. Definitely enhances the movie-going experience, IMHO.