I'm in no way an expert on this, but if you want someone's opinion, here goes:
actually, I have a question: do you two live together and share finances? I ask because, 1) my opinions here really pertain to a situation where finances are shared and 2) honestly, if your finances are separate, you can't really tell him what he can and cannot spend his cash on... You can only tell him how you feel and hope he will consider that.
For the gambling thing, there is a championship poker player (can't remember his name) who made an agreement with his wife that he will never gamble with the "household" money. Instead, he recycles bottles or whatever to get the extra cash and, when it builds up, he is free to use it as he wishes... Playing poker. It really is a good idea, I think, because it allows the guy to do something he really enjoys but doesn't put the family finances in danger. Maybe you should talk to him about doing something like that?
The movie thing, that's a little trickier. Perhaps get him to enroll in a filmmaking class at a community college or something. Tell him that, if it's really something he's serious about, you can discuss purchasing him a camera... If, and only if, it's a relevant and useful purchase. For instance, I can't imagine how or why someone who is just starting to step into a career in filmmaking would need a $22,000 camera. That's more than the cost of several cars. Heck, that's more than my parents just paid for a freaking camper. Come on, that's a little ridiculous. If he's willing to take classes and make a serious effort at it, more power to him. But there are certainly cheaper cameras out there that will do a perfectly good job.