It's not a film (yet) but Marvel Comics' "Runaways", which, for a time, was being authored by Joss Whedon, has a romantic subplot between a teenage girl and a teenage alien shapeshifter. The interesting element being, the teenage girl is a lesbian, and the 'shifter switches back and forth from male and female almost every other page. There was an issue where they worked this out, and the girl figures out she's actually just in love with the alien's personality, which she sees as 'feminine', regardless of what shape she's taken, and that's good enough for her. Very deep and touching, especially for a comic book about a bunch of young kids. But then, Joss is great for the deep stuff.

I can't think of too many movies specifically with androgyne themes, but there are definitely some genderblending characters in otherwise "manly" films...
For films, I have to go with Hackers... Kind of a cheesetastic film, sure, but Renoly Santiago's character is always wearing girl's tops (pink sweatshirts with kitty cats on them, etc, etc). He doesn't behave particularly feminine, but is definitely blending. Interestingly enough, when he later appeared in Con Air, he played a trans prisoner, although with a much more obvious "gay" bend. He, unfortunately hasn't done much else.
Ooo, Pitch Black, the Vin Diesel launch vehicle, there's the teen boy character who SPOILER ALERT turns out to be biologically a girl. Although that's probably more of an FTM theme...
The Fifth Element, "Ruby Rod" is, well, most likely supposed to be very male (Chris Tucker) but the outfits are definitely not saying "I'm full of testosterone."
Johnny Mnemonic, the two "bodyguards" in Udo Kier's employ. Both look feminine, but tough, and one of them is obviously not genetically female... Definitely some androgyny there (or maybe just more MTF, with "empowered women" as a subtheme).
Feel free to disagree with these -- I'm still trying to feel out what "androgyne" *really* means.

...Paul
PS> BTW, anyone catch Robert De Niro as a crossdressing pirate captain in "Stardust"? Awesome, but unrelated.