I had a few professors who asked to read books to get a sense of the phenomenology of mental illness, test our diagnostic skills, and develop a case formulation. The movies I can remember were "As Good as it Gets," "Wall Street," and "The Departed." There a ton of others, but that is all I can remember. I know there is a book about movies and psychiatric disorders that might prove helpful in identifying good titles.
One book we were required to read was Darkness Visible by William Stryon. It is quite short and depicts severe MDD in a way that is both intense and accessible to students. I believe it would be a good standard case to use. All of the information is there for case conceptualization and treatment planning. As far as phenomenology goes, it is fantastic.