The Catalyst movies were interesting, and very similar to the RoR movies.
As for CGI::Application, I don't think there are any movies, but I can point to a little example app I put together to show off some of the Ajax stuff that RoR has really been pushing. All of that stuff is possible (and easy) to do in perl through the HTML::Prototype module (usable in Catalyst as well as CGI::App).
Please note that this example app is not intended to be useful, and the searching is quite slow (on purpose). The point was to show off the HTML::Prototype library, and how easy it is to use in CGI::App and Template Toolkit.