The documentary named "Bully" Is very educating about the effects of bullying. A great movie about respecting those who are different or have disabilities would be a movie called "Front Of The Class". It's based on a true story.
"My Bodyguard" (1980) and "A Christmas Story" (1983) are movies from an era when bullying was considered just a part of growing up. As others have pointed out, "Bully" and "Cyber bully" are more recent and reflect the change in our attitude regarding bullying.