for movies, no.
for epics the musical term for long songs that tell a story:
pink floyd - echoes
pink floyd - the wall (whole album)
yes - tales from topographic oceans (whole album)
yes - close to the edge (the song)
Classic epics:
Stairway to Heaven - Led Zeppelin
Purple Rain - Prince
The Wall - Pink Floyd
War Pigs - Black Sabbath
Nothing Else Matters - Metallica
Under the Bridge - Red Hot Chilli Peppers
Hey Jude - The Beatles