Here are some options that could be used, depending on the context:
* A series/sequence of films: This is a general term that could describe a film festival, a retrospective, or a marathon screening.
* A program/schedule of films: This is a more formal term that might be used in a cinema or theater setting.
* A lineup/bill of films: This implies a curated selection of films being presented together.
Ultimately, the best collective noun will depend on the specific context of the film show.