Check out the very last Thin Man movie (SONG OF THE THIN MAN, 1947) in the DVD box that comes out tomorrow. The series was obviously running out of gas, but it's worth a watch just for the interplay between Powell/Loy and the "bop" musicians running around in the picture (the plot centers around the murder of a jazz bandleader).
Then there's Kay Kyser's big band in the haunted-house film YOU'LL FIND OUT--the only movie in which Bela Lugosi, Peter Lorre, and Boris Karloff all appear together.
Another one I've never seen--only read about, and viewed some of the Carmichael clips from it--is YOUNG MAN WITH A HORN. Supposedly a bastardized version of Dorothy Baker's bastardized novel about a Bix-like musician.
Pimpin' for Night Lights programs, but check out The Subterraneans, The Wild One, and The Connection for some archived shows about jazz in the movies. I've got more on tap for the next couple of years.