The cinemas in Zurich are actually not that bad. There is a good selection of films far from the Hollywood mainstream cinema - although you can see them too of course. The films are always in their original language with French and German subtitles. Check out all the Arthouse Cinemas, I won't describe them here. The three cinemas here are totally independent and I like them.
This is a movie theater that shows old film cycles and sometimes premiers that are not shown in the commercial cinemas. They also have special talks and presentations. Nüschelerstrasse 11.
The Riff Raff is an independent movie theater that shows films from all around the world. A very good program. I just saw a documentary on the type font Helvetica there made by Gary Hustwit. Really cool film for graphic art geeks. Riff Raff is also a nice bar and bistro. Röntgenstrasse 22.
Xenix is also a movie theater for older films (although less old than Filmpodium). They have good cycles on contemporary directors and actors. For the additional bar, see under Bars & Clubs. Kanzleistrasse 56.