Depending on how you want his to work, the default taxonomies of ‘Categories’ or ‘Tags’ might be suitable or you could create a custom taxonomy, then each review post would be given a term in that taxonomy equivalent to the movie name.

To see all of the posts of a specific movie you would show the taxonomy term archive for the movie’s name.

And how would I be able to show the taxonomy term archive in a specific post?

There are probably plugins available which will add a list of posts with the same term of a specific taxonomy, but this can also be achieved by adding code to the taxonomy’s template – there are a couple of examples that can be used as a starting point at https://wordpress.stackexchange.com/questions/39455/how-can-i-show-recent-posts-from-same-taxonomy-as-the-post-currently-being-viewe