If your intended use of copyrighted work is not covered by Fair Use or one of the exemptions, you should seek permission from the copyright owner.
There are several excellent resources online that identify potential copyright-holding groups, provide sample request text, and other guidance for obtaining permission:
In some cases, audio or video works can be purchased with Public Performance Rights (PPRs), which license the right to perform the work in public beyond the narrow classroom exception. Very few films, including only a small number held by the Furman University Libraries, are already licensed for public performance. PPR licenses can often be purchased from vendors or from the distribution company (most documentaries or independent films).
Here are a list of organizations that hold PPR for many films. We recommend starting with Swank.