First Film that comes to mind...

[Intrepid37]

Last Tango in Paris (1972)

next: your favorite film in which someone eats an apple

[Swithin]

Maurice (1987)

Movie featuring a song mentioning a specific river

[LostHorizons]

The Prince of Egypt (River, O River is about the Nile)

Next: movie comedy about ghosts

[Dargo]

'The Time of Their Lives' (1946)

Next: a comedy set during WWII

[laffite]

Stalag 17 (a dramedy, then?)

next : boxer (prize fighter) plus actor

[Dargo]

'The Harder They Fall' (real life former Heavyweight Champion Max Baer has a role in it...I guess that's what you meant here, anyway)

Next: a fantasy set in some far-off land

[Intrepid37]

The Wizard of Oz

next: western in which the bad guys win at the end

[LostHorizons]

The Wizard of Oz

next: western in which the bad guys win at the end

McCabe and Mrs Miller

Next: comedy set in California

[j.lunatic]

Next: comedy set in California

Show People (1928)

Next: comedy set in Paris

[Dargo]

'Midnight' (1939)

Next: drama set in the deep south

[Swithin]

Red Dirt (2000)

Next: Fire engines

[Dargo]

Next: oh St. Pete at dem Pearly Gates

[laffite]

Gate of Hell (1953)

next : indoor setting all the way through

[LostHorizons]

Gate of Hell (1953)

next : indoor setting all the way through

Dogville by Lars Von Trier. Not sure if it counts.

Next: sci fi film

[laffite]

Alien

next : ensemble cast