As of yet, no filmmaker has been able to turn the whole Bible into a movie.
Throughout the 1950s, major film studios became increasingly keen to develop big-budget biblical epics, such as Cecil B. DeMille's renowned, Oscar-winning movie, The Ten Commandments.
However, these tended to focus on one particular story and/or character in the Bible, rather than trying to tackle the Book as a whole. The Ten Commandments, for example, tells the story of Moses.
More recently, the History channel last year broadcast a ten-part miniseries, called The Bible, which did try to adapt a lot more of the whole text, so whilst it's not a movie, I think this is probably as close as you'll get.
The trouble with trying to turn the whole Bible into a movie is of course running time. The History channel's miniseries runs to over 400 minutes long, which is quite hard to expect audiences to sit through at the cinema, and a lot easier to digest if it's divided into separate parts on TV. They picked five stories from the Old Testament and five from the New Testament, and the series was a big success, going on to earn three nominations at the Emmys last year.
Following the miniseries' success, the producers decided to adapt their own work into a film: Son of God. Like The Ten Commandments, the movie went down the route of focusing on one character, and in this case, they cast Diogo Morgada as Jesus Christ at the heart of the film.
It, too, found a lot of success amongst critics and audiences, so if you'd rather watch a movie than a whole ten-part series, then I think Son of God is a very good recent choice. You might not learn much about the Old Testament, though, so maybe think about watching some of the History channel's The Bible as well.