When writing an essay that relates to a movie, does each body paragraph have to use evidence from the movie?

It seems like you have a couple of questions going on
here.  It will be a bit challenging to give you an exact answer because the specific
context is not really specified.  I do hope that some of what I say will
help.

The first and most important thing to remember is
that you have to talk to your teacher.  The insights you get here will be good and I am
sure, worthwhile.  Yet, your teacher is the one who is reading your work, assigning the
task, and grading it.  All three are important, but from a student's point of view, the
last one is really important.  You have to talk to your teacher to make sure you are
clear on what their expectations are.  Your questions are great because most of what
constitutes good writing is about generating questions.  Yet, you should direct them to
the teacher in order to make sure you are clear, the writing is sound, and your voice
and the teacher's voice is heard.

With this in mind, I
think that I can say that the placement of where evidence from the movie in your writing
is should be second to the thesis statement.  Essentially, you are left with a question
here.  What is your paper going to demonstrate?  What is it going to prove?  Usually,
this is your thesis statement.  You have a thesis statement that you are going to prove
or support in the course of the paper.  I think that you need to clearly identify what
your thesis statement is. Accordingly, you can figure out where the evidence from the
film comes into play.  You could consolidate it into one paragraph of the body, or
spread it out, but much of this is going to depend on what you are proving and how you
are going to prove it.  For example, if your thesis statement will include examples from
the film, real life examples, and personal analysis, perhaps it is best to keep the
evidence from the film in one paragraph and the other two elements in separate
paragraphs.  I think that this might be a good technique for organization.  Yet, I think
that much of this is dependent on the discussion you have with your teacher and what
both of you want to see in your work.