There are many literary devices used in movies and television. Here are a few:
Subtext, or the meaning behind the words, is vital to screenwriting. If someone tells you your dialogue is "on the nose" then it's time to bring on the subtext. People rarely say exactly what they feel so it comes across as jarring in movies if a character does. It can be difficult to get right but, when you do, it's extremely engaging for the audience.
Good examples here: http://www.quora.com/What-are-some-great-examples-of-subtext-in-screenplays
Recurring idea which may be represented through a symbol. As an example, in one scene in the King's Speech, King George idly puts together his therapist's son's model airplane as he talks about his childhood. The airplane represents the childhood he never had and, in this scene, he finally opens up about his past. In another scene his brother is shown landing an airplane, demonstrating his sense of freedom, whereas "Bertie" couldn't even build models.
Dramatic irony is very important in screenwriting. This is where the audience is aware of something important but the characters remain unaware. Or sometimes one or more characters may be in the know. Without this device, thrillers wouldn't be very thrilling.
Good description here: http://tvtropes.org/pmwiki/pmwiki.php/Main/DramaticIrony
You see Pathetic Fallacy a lot. That's when the mood (of the character, of the scene) is reflected in the weather. Lovers at sunset, killers in the rain etc.
Deus ex machina is where the problem is solved out of nowhere. For example, towards the end of the original Jurassic Park the remaining heroes are surrounded by velociraptors (efficient killing machines) in the main hall, and we're thinking: how are they going to get out of this one? Then (cue the John Williams score!) out of nowhere comes T-Rex to save the day! She attacks and kills both velociraptors, allowing the heroes to escape. I don't know if you want to use deus ex machina, because it could be considered lazy writing, but I think it works here because it's the ally is unexpected. Suddenly we're rooting for T-Rex? What?
Foreshadowing is very common. It's when a future event is suggested before it happens. Also in Jurassic Park, several characters describe how the velociraptors attack (not from the front, from the side) so later, when they're confronted with one dead ahead we might remember there will also be one coming from the side. If we do remember, that's also pathetic fallacy.