The theremin has been in films for several decades and have supplied an eerie musical beauty like no other instrument.
Opening sequence of "Dementia" a.k.a "Daughter of Horror"(1955)
Other theremin findings:
Winner of the 2010 Moog Halloween Theremin video contest.
Basement, Attic, Theremin & Piano
Nocturne in C# minor by Clara Rockmore off of
Clara Rockmore's Lost Theremin Album
And Léon Theremin the inventor
Here is a list of some of the films the theremin can be heard in listed here