Well, Hitler had a minister of propaganda called (Paul) Joseph Goebbels whose job it was to produce films for the Nazi party.
If the original Nazis watched movies, then I guess the Neo-Nazis would also.
I don't believe there is anything in their ideology that bans these activities. If anything I think they would encourage them as a possible source of propaganda.
At any rate, the lives of Neo-Nazis suck, irrespective of if they watch films or not. They happen to believe a whole lot of rubbish!
