Sometimes a rock song can open an area of interest for a listener. I know this is true, because "E=mc2" (1985) by Big Audio Dynamite did it for me. The song, written by the group's guitarist and lead vocalist Mick Jones (ex-Clash), is often cited as the first to employ sampling, but the subject matter is what struck me. It's a tribute to the film director, Nicolas Roeg, and the lyrics (and the video, as well) refer directly to stories told in six of his films: Performance (1970), Walkabout (1971), Don't Look Now (1973) The Man Who Fell to Earth (1976), Eureka (1983) and Insignificance (1985) - although they do it in an oblique way. This is part of the homage, of course, because Roeg's films are known for being cinematic puzzles that require work and thought on the part of the viewer. You should look elsewhere for discussions of his craft, but the main thing is that the song made me check out his films and I became a big fan.
There is also a strong musical component in Roeg's work. Along with the fact that three of his films feature rock stars in leading roles (Mick Jagger in Performance, David Bowie in The Man Who Fell to Earth, and Art Garfunkel in Bad Timing: A Sensual Obsession from 1980), his films always use music and sound in interesting ways. I've found each of his pictures to be different from the others (i.e. not at all predictable) and very thought-provoking. After seeing one of his films, it definitely feels like something important has happened to you. The line in the song that sums it up for me: "Didn't think that you could get/ So much from a picture show". (The song is great as well, by the way.)