Not many, if any accredited business schools in Europe offer this kind of specialization. I think that the exceptions in this space are the fashion programs (ESSEC, SDA Bocconi et al). Perhaps a strong MBA program in marketing, like that offered by HEC Paris, might also be worth considering.

If you're open to the UK, there are more options. Cambridge has an MBA concentration in Cultural Arts & Media Management. There is also a related Executive MBA programs at Ashridge (for the creative industries) and a mostly-online program at Henley (MBA for the Music and Creative Industries.)

I strongly question the assumption that a specialised masters will be the best route into the film business. Wages are super low and the supply of talent is very high, and that's similar to the luxury market (see the posts on Luxury & Luxury Brand Management http://www.find-mba.com/board/24603 ). Look at how successful people have networked their way into the industry. Also try How to use LinkedIn to find the best school www.find-mba.com/board/33571

Yes, it's probably better to do a general MBA from a ranked school in a country where you want to work. You can have the film business as a dream goal, but with a general MBA at least you'd have more flexibility in the case that that goal falls through. :)