Their song "Stay" was featured in the 2001 film Donnie Darko
Their song "Weird Science" was, of course, included on the soundtrack for the movie of the same title. Their song "Dead Man's Party" was featured on the soundtrack for the Rodney Dangerfield movie, "Back to School," and the movie itself featured a brief glimpse of band members performing "live" at a party.
Danny Elfman, the Oingo Boingo frontman/songwriter, has gone on to an amazing solo career composing music for numerous movies and television shows. Examples include "The Simpsons" and the themes from the Spider-Man, Batman, and Men-In-Black movies. His friendship with movie-maker Tim Burton has led to such masterful productions as The Nightmare Before Christmas and Corpse Bride (among others) where Elfman's musical score complement's Burton's eerie characters and storyline perfectly.