He is in a Russian movie called "Зайцев, жги!" ("Carouse, Zaitsev, carouse!") and he plays himself.
Alexander Ovechkin stars in the movie called "Zaitsev, carouse". It's director is Anton Barshevsky. In the movie Ovechkin played himself, according to the official website of Art Pictures. (http://www.art-pictures.ru/films/4713.html)
The movie will be released on December 2, 2010.
But don't waste your time, Ovi is not in that trailer.
It turned out this interview was related, though in a YouTube video interview there was no mentioning about the movie, only YouTube tags could give you a clue.
Овечкин Ovechkin Зайцев жги хоккей
Рабочий материал фильма "Зайцев, жги!"