Although The RZA is now working in movies when he's not working with Wu-Tang Clan, their work has always referenced them.
Method Man, for example, got his name from a South Korean revenge film in the '70s. Their first album, Enter The Wu-Tang (36 Chambers) is a reference to Gordon Liu's The 36 Chambers Of Shaolin, a classic kung-fu film from 1978. There's also countless nods in their lyrics to pop culture, films and so on.
This little video is just the obvious culmination - with almost forty-plus films cut and edited to make Wu Tang Clan's seminal hit, Wu-Tang Clan Ain't Nothin' To F*ck With.
Take a look.
Also, good recommendation for a film is Jim Jarmusch's Ghost Dog with Forrest Whittaker. The RZA did the soundtrack for it and actually had a small cameo in it, too.
Don't bother with The Man With The Iron Fists - it's absolute muck.