Many movies have bars on top/bottom when displayed on a 16:9 screen. It depends on the aspect ratio of the original movie. Example: A movie shot with a 2.35:1 ratio will be roughly 1920x800 when displayed on a 16:9 screen. 1920/2.35 = 817. Old TV shows from when things were 4:3 (tube sets) will have bars on left & right.
Check Playback Settings → Display Mode. You most likely want Letterbox, not original/stretch/etc.
See this thread. Has info on how to check: