IIRC, one of the champions of Mahler's music in movies is Woody Allen.
Especially in his "serious" films, like "Interiors" (1978), "Manhattan"
(1979), "Hannah and her Sisters" (1986), "September" (1987), "Another
Woman" (1988), etc.  Allen not only uses jazz as the soundtrack of his
movies, but also CM (Bach, Mahler, Sibelius).

Wilson Pereira.