Wings of Desire by Wim Wenders isn’t exactly canonical in the Catholic sense, but is interesting. It’s a German film set in Berlin where angels continually follow us around, unseen, witnessing our actions (including that of Peter Falk, who plays himself) and offering comfort where they can. I’ll never forget one scene where an angel is trying to prevent a man from committing suicide, and his anguish when he fails. One angel falls in love with a circus performer and wishes to descend to a human state, so as I said, it’s not quite our theology… Some of the imagery (in black and white) is amazing. There was an American remake with Nicholas Cage that I haven’t seen but wasn’t supposed to be very good, I think that was the “City of Angels” the OP mentioned.
Cary Grant played a pretty debonair angel in “The Bishop’s Wife” (the titular Bishop is Episcopal, BTW).