My friend years ago used to let her son watch "Grease" all the time when he was four and five - he liked the songs and dances. Then she really listened to some of the lyrics (try "Greased Lightnin'") and said she did not want her son repeating some of that and her having to explain lines like, "The chicks'll cream for Greased Lightning."
My kid's much older and she loves musicals -- old ones like Fred Astaire and Gene Kelly ones -- but I haven't suggested "Grease" because the message for girls there is pretty awful if you think about it: Change yourself to dress and act just like the guys want and yes, the guys will like you better.
OK, Grease fans, don't go nuts. Just two moms' takes on it. But L., I'd go with classic old Disney (kids at nine are not too old or too cool for it, believe me) or ones your girl already knows, Harry Potter (at least it's good storytelling--one of the first ones, not the later, much more intense ones). The recent "Tangled" is also good; even my husband likes it. Any Pixar movies are good though some are quite sad in spots even for adults.
Has she seen "Nim's Island"? That is a terrific live-action film with a wonderful girl heroine who is fun and resourceful and smart (and it's not just a "lessons" movie but a real adventure). Strongly recommended for girls this age.
"Brave" is also good though younger kids might find the bears pretty scary. But good heroine and cool riding and archery!