I used to practice sneaking into movies.

I am an honest guy, though, so I would buy a ticket, I just made it my goal not to actually show the ticket. It's pretty fun, and you can't really get in trouble this way.

Tricks that work: Just walk fast carrying a drink pretending you are getting back to a movie in progress. Pretend you are catching up to a group that just disappeared around a corner ("guys, waitup!"). If you are with a friend, have a heated discussion as you walk by the ticket-taker. Go to the ticket-taker and ask if they've seen a guy in a "aubergine jacket", when they say no, say "goddamn Jerry, I'm gonna go look for him, ok?"

Pretty much like everyone else says, acting like you belong is key.