I remember the day when my Bloomington grandmother and I saw three different movies in a row at three different theaters: we trooped from the Irvin to the Castle to the Esquire. I guess it hadn't been important to coordinate the starting times; nobody thought too much about seeing a movie from the beginning - you just showed up. You sat there, through the newsreels and the "coming attractions" and the cartoons, and got up and left when you came to the place where you had arrived. Maybe that's where the expression "this is where I came in" comes from? In any case, people would be popping up and down, entering and leaving, all through the movie. That's just the way it was.
UPDATE: I wouldn't rush out to see The Prestige. There's so much jumping back and forth in time and between switched identities you just end up confused and not really caring what the twists all mean. There is, however, an undeveloped subplot involving the rivalry between Edison and Tesla (TESLA - that familiar crossword friend!) that left me wanting to know more. I've heard a lot of friends rave about The Illusionist, also about nineteenth century magicians, and wish I'd seen that instead. Oh well.
UPDATE: I see that PBS did a special on Tesla in 2004. This explains the Colorado interlude that the movie (and presumably the book) describes.