Well, I haven't seen that movie...but the principle is the same for many...
Lighting is the key, then grading, then the film stock (or HD setup to simulate film).
While documentary makers often have to cope with available light or a simple llighting setup, movies control the lighting in fantastically complex lighting plots, with gels and other wonderful things...and have a crew dedicated to just the lighting.
Then there's the stunning quality of the lenses used - primes.
Finally, there's the color grade - on high end specialist machines like a Da Vinci. The entire look of a film can be set or altered in the grade - grain, contrast, colors etc.
In the world of consumer video, the apparent holy grail is going for 'film look' instead of the nasty pictures they get from cheap digital video cameras. "What can we do to make our video look more like hollywood movies?" The answer of course is "spend about 100 Million dollars..."
🙂