I just watched The Atomic City (1952) which is set in Los Alamos. Kidnappers want a nuclear formula in return for a kidnapped child. It’s an entertaining but minor crime film.
Of course, Oppenheimer (2023) is the most famous film with scenes in Los Alamos.
Above and Beyond (1952) is a film about the first atomic bomb which also shows how the military secrecy affects families which is also part of The Atomic City.