Ahh. . .if only i could fully describe my long struggle to find Korean subs for Korean movies and tv shows.*sigh*
If your just looking for subs for big korean movies then you can just go to some of the popular asian movie sharing sites like Idols-unlimited or Avistaz. They have lots of movies uploaded and a number of them have subs for both english and korean. The ones that don't have subs at all are usually uploaded sometime later, and the ones that don't have korean subs usually stay that way -_-.
What i would honestly recommend though, is to get real good at searching/browsing the korean internet. I actually, intended to write out the things you could do to go about searching for movie/tv show/media subs but i'm just too lazy right now (let me know after you've checked out the 2 websites above if your still interested tho).
Figuring out the process will probably leave your korean ability far better than before, not to mention open you up to the "wonders" of korean internet.