#6."James Bond" Is Not a Man, But a Code Name
... filled by many men. Thought that was more or less established fact. Same goes for Travis in B7.
#5. Zion Is Part Of The Matrix
Well duh. It has to be. I don't understand why that wasn't integral to the plot, and makes you think the Wachowskis didn't have a clue what they were doing.
#4. Ferris Bueller's Day Off Was All in Cameron's Head
#3. The Little Brother Dies In Radio Flyer
No idea. They make a good case though.
#2. A Shitload Of Films End In The Heroes' Heads
Examples: Minority Report, Taxi Driver and Total Recall. Brazil makes it explicit. On the whole a cheat/compromise between the author's tragic vision and the demands of Hollywood.
#1. Chewbacca and R2-D2 Are Secret Rebel Agents
Apparently this makes retroactive sense of the Star Wars prequels. Could not care less.
What else? Starship Troopers is a recruitment film of lies. Star Trek is Federation propaganda. Deckard is a replicant - that's more or less canon.
A variant of #2 : A shitload of films where the baddy is a projection of the hero's unconscious evil side. For example, Tom Cruise is Jamie Foxx's alter ego in Collateral (works right up to the last couple of minutes). Mocked mercilessly in Adaptation.