Functional connectivity (FC) is a key tool for understanding the complex interactions within the human brain, highlighting connections between various regions. This study delves into the multifaceted influences shaping functional magnetic resonance imaging FC patterns during movie watching, focusing on the effects of sex, age, and movie clip. Leveraging the Human Connectome Project dataset, we systematically examine FC patterns elicited during movie watching. Notably, sex-specific variations in FC are observed, with females exhibiting heightened FC within visual, limbic, and default mode networks, while males display predominant intra-network connectivity within somatomotor and attention networks. Age-related variations further manifest, revealing FC increases with age in early adulthood (21-35 years old) within some specific networks. Moreover, our investigation unveils the profound influence of movie clips on FC patterns, with significant interactions observed between clips, sex, and age. Feature selection using the Average Cross-Session Correlation method highlights FC as distinct fingerprints of clips, and the Support Vector Machine classifier shows high accuracy (Accuracy > 0.9) when using these features. Our findings underscore the importance of considering individual demographic factors and external stimuli in understanding neural connectivity dynamics during movie-watching, with implications for both basic neuroscience research and clinical neuroimaging applications.