If store B is actually the black market then you actually did steal from the one producing whatever you bought or possibly from store A.

What do you mean by your first sentence? I am fairly sure that movies do actually cost quite a lot to produce.

On your second point I mean that there is zero marginal cost to produce a movie. To me, that makes that it cannot be compared to stealing e.g. a bag of M&M's.

I would bet that the marginal cost of that movie is actually higher than the cents it costs to produce that bag of M&M's. Even if the marginal cost of movies is 0 the cost of a bag of M&M is so low it might as well be 0. Does that now justify stealing the bag of M&M? No.

That does not even matter since looking at marginal cost of a movie makes no sense. Do you want to see movies? If yes then pay for them, if no then simply don't watch them. Justifying stealing isn't the way to go.