No not that one 
Greystoke
Well done Devo.
Thanks. Here’s a better film than I thought it would be…
What’s all this stuff and nonsense about Ralf?
This film is an indie, low budget film from the early Noughties.
The film was based on a media phenomenon that was still riding high at the time.
The clue is in two parts leading to a rather old colloquialism combined with a name regularly seen on TV at the moment.
The Little Vampire?
Little Secrets?
No, you’ve got half of it now for the oldish colloquialism.
Little Miss Sunshine?
My Little Eye?
That’s the one! A cynical take on a Big Brother type set-up. With some genuinely shocking moments.
I must admit I’ve never heard of that one. I was looking for films with Little in the title shortly after you posted it but it doesn’t appear in Wikipedia’s list of films for 2002. I notice it is on Netflix though. Next to follow.
Next (Maybe paraphrased from Joe Biden’s inauguration speech?):
Pull together behind yours truly, America!
The first part of this clue is just an instruction for what to do with the three synonyms which follow. The film was released in the last decade.
Return to Me
No Arena but, of course, you’re a third of the way there…
The director of this film has 3 Best Director nominations at both the Oscars and BAFTAs but so far no wins at either.
American Me?
No, you need synonyms for:
Behind|Yours Truly|America pulled together into a single word.
The director of this film is mainly, although not exclusively, known for science fiction/horror movies. That’s also the genre of this film.