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.
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.