You were in some clubs previously so you can list those, of course. Sad but true, there are adcom members who will look at your experience list and if there isn't something listed that is not research, volunteerism, employment or clinical then they'll think you are all work and no play. It doesn't have to be "organized" but that is most often a way to engage in an activity. Training for solo athletic events such as 5Ks, marathons, Iron Man, etc although sometimes done as part of a group could be listed, too.
Form yourselves into an informal film club, talk about the film afterward, and call it the "Frodo Film Club". Make something up about being a loosely knit group dedicated to the enjoyment of contemporary films with a focus on .... [insert something here about your favorite genres and/or directors]. List a pal as the contact. 99.98% chance no one will ever contact your friend but if so, your friend can legitimize your film club experience.