Buffy the Vampire Slayer, MASH, Lock Stock & Two Smoking Barrels, Star Wars, Stargate, Highlander, Planet of the Apes, and Le Femme Nikita all spring to mind.
I do believe MASH was originally a movie before television sitcom (and I don't think it was that bad of a movie or television sitcom). Star Wars was a movie first too. It's success lead to the inevitable urge to make television shows out of it.
I love(d) the Sopranos, but I seriously hope Chase decides against making a movie. If he decides to go the route of making a movie, I hope he will at least have enough decency to make it a prequel to the HBO series.