So whats your favorite music themed movie?

Wot? No one mentioned yet "Tous les matins du monde"!

Or, come to that, High Fidelity?

Gotta add "High Society". Sinatra, Crosby and Armstrong all performing in the same 50's era musical. My favorite that I know of from that era.

Gods and Monsters. Loved the movie and the sound track.

A second vote for "Tous Les Matins du Monde" (Jordi Savall can do no wrong). "The Commitments" was great. Numerous concert films would fall into "non-fiction" but I'm guessing that was not the OP's intended target. Marginally in that realm I'd mention "Leonard Cohen: I'm Your Man" which is a combination documentary concert film.

Most of my absolute favorites already named, but how about Pat Garrett and Billy the Kid