But not musicals.

E.g. At the end of The Parole Officer, "Heroes" by David Bowie
Or Evan Almighty
Gonna Make You Sweat (Everybody Dance Now)

Harry Potter & The Deathly Hallows Part 2
Pilot - Ho Ho Ho It's Magic

Voldermort and Dumbledoor join in with the rest of the cast.

Mamma Mia!

Blazing Saddles

Shrek