The art of improv actually has a large place in really any kind of film these days, from drama to comedy. Improv as people know it mostly evolved from the world of comedy, where going off the rails is more acceptable and even encouraged in some productions.
Improv (or improvisation) is when actors are given vague direction for key points in a scene, and then come up with the dialog off the top of their heads within that framework. Tons of classic moments in films were entirely improvised, but it's rarer to find films that use almost exclusively improv for recorded dialog. That being said, they definitely exist.
This Is Spinal Tap (1984)
This Is Spinal Tap is perhaps one of the most important music movies ever made, and definitely one of the most quotable movies of all time. The dialog in here was pretty much all improvised, although that also means that hours worth of comic gold and improv humor was cut into a "greatest hits" style compilation by the time we receive the final product.
From the fact that the amps go up to 11 to the unfortunate gardening accident that the band's first drummer died it, This Is Spinal Tap is almost all improv.
Best In Show (2000)
Best In Show is yet another film directed by Christopher Guest, this time following people who take their dogs to compete in shows, rather than a washed-up band like Guest's other film, This Is Spinal Tap.
A lot of big comedians actually start out attending improv classes, maybe eventually landing roles on television shows like SNL, or in movies. Best In Show is no different, featuring Catherine O'Hara and Parker Posey, who both came from famous improv establishments such as The Second City in Chicago.
Wet Hot American Summer (2001)
Wet Hot American Summer is meant to be a loving parody of summer camp movies, such as Meatballs, and even the cult horror movie Sleepaway Camp. Despite the fact that it didn't exactly get the best response when it came out, Wet Hot American Summer has since garnered a cult following who see it as a witty spoof.
Aside from that, the movie features everyone from Paul Rudd to Bradley Cooper as people who are obviously too old to be teens, improvising tons of ridiculous characters. This in itself may be hilarious, while others find it a bit too tired.
Reno 911! Miami (2007)
For those not familiar with the premise of the Comedy Central classic Reno 911!, it's about cops behaving badly in the most juvenile ways imaginable. It was conceived as a parody of the TV series Cops, which features what's purported to be video of actual police officers making various arrests across the United States.
Reno 911! gives this as well, but with more of a mockumentary style. There's also the show's film version, Reno 911! Miami, which kept the format. This time around, the Reno cops from the show must foil a terrorist plot threatening their turf.
Anchorman: The Legend Of Roy Burgundy (2004)
Starring Will Ferrell, Steve Carell, and Paul Rudd just to name a few and given its rather tight comedy, it may be a bit surprising to some to learn that Anchorman is very heavily improvised. All three main actors studied at different improv institutions across the country, honing their craft until they started getting roles in films, comedic or otherwise.
Anchorman is one of the films that was so heavy on improv that more material ended up on the cutting room floor than in the final cut. There was so much excised footage that ranged from alternate takes to entire deleted sequences that it was enough to make another film in Wake Up, Ron Burgundy: The Lost Movie, which was packaged alongside Anchorman's DVD release.
Borat: Cultural Learnings of America For Make Benefit Glorious Nation Of Kazakhstan (2005)
Sacha Baron Cohen's Borat: Cultural Learnings of America for Make Benefit Glorious Nation of Kazakhstan (or Borat for short) isn't really improvised in the same classical way a lot of the listed films were. This was due to the fact that a lot of the time, the crew and Sacha were the only people who were in on the joke. The satirical mockumentary relied on the ignorant and/or genuine reactions of the clueless Americans who were interacting with Cohen's eccentric Kazakh journalist Borat, and the fact that Sacha could roll with their punches and keep things funny.
Borat became too famous that Cohen "killed" Borat because too many people recognized him on the street, thus ruining the joke before cameras even rolled. However, seemingly out of nowhere, Borat is set to return this year in Borat Subsequent Moviefilm: Delivery of Prodigious Bribe to American Regime for Make Benefit Once Glorious Nation of Kazakhstan.
Dumb & Dumber (1994)
The original Dumb And Dumber went through a few interesting possibilities before the Farrelly Brothers finally settled on Jim Carrey and Jeff Daniels to portray the protagonists, Harry and Lloyd. It's a good thing they did though because audiences got a classic comedy film out of this collaboration.
Many of the jokes and funny moments were improvised, though the best is possibly the scene where Carrey decides to ask the hitman hired to kill them if he wanted to hear the most annoying sound in the world. The way Carrey and Daniels bounced off each other was already hilarious, and this was only improved by their co-stars' reactions.
Between Two Ferns: The Movie (2019)
The web show produced by Funny Or Die spawned a film of the same name when Between Two Ferns made it to Netflix, with Comedy Bang Bang!'s Scott Aukerman directing his first film.
The movie stars his good friend Zach Galifianakis and giving some exposure to younger improvisers who are coming up, such as Lauren Lapkus and Ryan Gau. These up-and-comers have supporting roles as characters helping Zach with his trainwreck of a public access television show.
The 40-Year-Old Virgin (2005)
While a majority of Judd Apatow films already include tons of improv, The 40-Year-Old Virgin probably features the most amount of unscripted and unpredictable jokes, and it's also probably one of the biggest films he's done to date.
A lot of the dialog in The 40-Year Old Virgin was improvised, but the biggest example here is the fact that Steve Carell suggested they do a scene in which they actually wax his chest. His enraged reactions and painful screams are all completely genuine.
The Blair Witch Project (1999)
Uniquely, The Blair Witch Project is the only film on this list that sits squarely in the horror genre, which some people would describe as being particularly close to one another. The original Blair Witch isn't just improvised in its dialog, but also how the characters talk, react, and express the sheer horror of being stuck in what seems to be a never-ending forest. Additionally, the conversations the focal film students have with the townsfolk is improvised as well, giving the film a realistic edge.
This edge worked so well that many thought that The Blair Witch Project was a documentary and not a facsimile of one, with many actually calling the police to make sure no one died during filming. The sequels tried but always failed to recapture this lightning-in-a-bottle moment that can probably never be replicated.