So the world of film is constantly referencing fine art...typically this involves contemporary directors referencing old or modern masters (Guillermo del Toro references Goya quite a bit and there are countless films referencing Bacon paintings (Alien, Silence of the Lambs, Jacob's Ladder)). However, it is fairly uncommon, I would argue, to see contemporary art referenced in film. 2000's "The Cell", directed by Tarsem Singh, is one of few films to use contemporary art as a main source of inspiration. So if u haven't seen it Jennifer Lopez goes into the mind of a serial killer and so on and so on. The most interesting scenes show the inner workings of the killer's mind which resemble a contemporary art gallery. In the first clip im attaching the three women sitting down are from an Odd Nerdrum painting. In the second clip he is referencing Damien Hirst. There are also nods to Gotfried Helnwein, Jane Alexander, and I'm sure other artists.
http://www.youtube.com/watch?v=6zCICwYt9cU
http://www.youtube.com/watch?v=XbrqV2httgI&feature=related