During the winter months, we tend to stay in the house, be less active, and go to the movies most of the weekend for entertainment. I come prepared when I go to the cinema. I always eat before going to the movies so as not to be tempted by my empty stomach. Either try eating at home before watching a movie, or change your plans to go to dinner before the movie. It can be very difficult to go hungry to a movie theater. So always plan ahead.
Next, at the concession stand, you should make smart decisions, such as: Water or sparking water (I do it to make it a little bit more), unsweetened iced tea, fruit cups, pretzels without butter, and even a healthier popcorn snack like prepackaged products like the Skinny Pop brand, which gives you less calories and less Grease gives. You can also call the cinema in advance and ask for a concession menu, which you can plan in advance. I've even seen cinemas selling hummus packages of carrots. Stay away from sweets and processed meats like hot dogs.
I will also send an e-mail to the cinema and ask for more healthy options at the concession stand. Make sure you ask for what you want to see. The cinema wants to make money. So, as more people ask for healthier options, they're probably available. Being a proponent of your health and what you want to spend your money on makes a big difference.