Conde Naste posted a nice piece on 50 films that most influenced travel, which you can find here.
As a kid growing up on the Canadian prairies, I do recall films helping open my eyes to the great world out there. Several come immediately to mind, including two great films by Alfred Hitchcock (North by Northwest and To Catch a Thief). The scene of Cary Grant on Mount Rushmore in North by Northwest was especially effective. Also, there were two great films about Africa that made me want to visit it, The African Queen with Humphrey Bogart and Katherine Hepburn, and perhaps greatest of all, Out of Africa, with its wonderful sweeping panoramas of the the African savannah.
On an almost unrelated note, but a film that really opened my eyes to what's out there was Stanley Kubrick and Arthur C. Clarke's magnum opus, 2001: A Space Odyssey. It made me want to travel to space. This is still a destination the eludes me (and likely always will, except in my imagination).
Do any of you have any favorite films that sparked your travel interests?