Conservative protesters believe the film undermines Islamic values
People in the Saudi capital Riyadh are being allowed to go to the movies for the first time in 30 years.
The film is a Saudi-made offering called Menahi, a comedy about a naive Bedouin who moves to the big city.
A few religious hardliners have tried to turn movie-goers away, or to disrupt the performances.
No women were allowed into the performance, which followed similar initiatives in other Saudi cities with more liberal Islamic traditions.
The country has begun to open up to the arts since King Abdullah came to the throne in 2005.
But it still took the film's producers five months to gain government permission for showings in Riyadh, at a government-run cultural centre, and there was little advance publicity.
Public cinemas were shut down in Saudi Arabia in the 1970s, as the country's deeply conservative leaders feared they would lead to the mixing of the sexes, and undermine Islamic values.
Since then, there's been little public entertainment, except for horse and camel racing, and festivals celebrating traditional Saudi culture.
Saudi Arabia is also the base of the Arabic entertainment company Rotana, owned by the billionaire Saudi Prince Alwaleed bin Talal.
The Rotana network has produced Menahi, and it has already been showing it in several other Saudi cities, including Jeddah and Taif.
Woman were allowed into screenings outside Riyadh, although they sat on the upper floor while the ground floor was reserved for men. But Islamic practice is even stricter in Riyadh.
The film has been showing in Riyadh since Friday, at the King Fahd Cultural Centre, with two performances a day attracting near capacity audiences of about 300.
On Saturday, a group of conservative men gathered outside the centre, trying to persuade people from going in.
Most cinema-goers politely ignored them, as they queued up for soft drinks and popcorn, and for a chance to pose with the film's stars.
Prince Alwaleed, a nephew of King Abdullah, has said he believes that cinemas will eventually open in Saudi Arabia. And last year the kingdom held its first Saudi film festival.
The audience for Menahi has been enthusiastic, with one movie-goer, quoted by AFP news agency, calling it "the first step in a peaceful revolution".
In 2005, the Saudi authorities allowed a hotel in Riyadh to screen foreign cartoons dubbed into Arabic to audiences - but only to women and children.