Albert Bridge: A clockwork orange, B Monkey, Sliding Doors, Maybe baby, Absolute beginners,

Battersea Bridge: Lock stock two smoking barrels

Blackfriars Bridge: Ipcress File

Chelsea Bridge:

Hammersmith Bridge: Night and the city, Sliding doors, Dr Who and the Daleks, Emergency Call, Life at the top, The Victim

Hungerford Bridge: Defence of the realm

Lambeth Bridge:

London Bridge: Killing Zone, Bridget Jones's Diary, Interview With A Vampire, Oliver!

Millennium Bridge:  

Putney Bridge: Omen, Sherlock Holmes, Sweeney 2

Southwark Bridge: Hue and cry, Lock stock and two smoking barrels, Wilde, Keep the aspidistra flying

Tower Bridge: American Werewolf in London, Proof of life, The boy who turned yellow, Bring me the head of Mavis Davis, Bridget Jones's Diary, Dilwale Dulhania Le Jayenge, Mummy Returns, Brannigan, Lara Croft: Tomb Raider, Let Sleeping Dogs Lie, Mission: Impossible, Thunderbirds, Don’t raise the bridge lower the river, Pool of London, Face in the night, Lady Godiver rides again  

Wandsworth Bridge: 

Waterloo Bridge: Waterloo Bridge, I'll never forget whatisname, Four Weddings and a funeral, Harry Potter Prisoner of Azkaban, Gaby (remake of Waterloo Bridge) 

Westminster Bridge: 102 Dalmatians, 39 Steps, Defence of the Realm, Genevieve, Seven days to noon, reign of fire, 28 days later, Passport to Pimlico, Mudlarks, Frenzy, Scandal

Vauxhall Bridge: Alfie, The world is not enough, Goldeneye, Die another day, Theatre of blood

London bridges in film

Perhaps unsurprisingly Tower Bridge and Westminster are the most heavily used bridges and Albert Bridge turns up in the fluffier output of the film industry. However there's only one bridge that gives it's name to a film, twice in fact, and this is Waterloo Bridge. The James Whale 1931 version was shot entirely in a back lot in Hollywood but the  1940 remake used actual locations. There is actually a third remake of the same story from 1956, called Gaby.

Waterloo Bridge 

The emotionally charged 1940  Waterloo Bridge was shot on location and stars Vivian Leigh, as a young ballerina, falling for Robert Taylor, a Scottish officer. They meet on Waterloo Bridge during an air raid in the first World War (yes they did have them). She loses her position at the ballet school after spending a last evening with Taylor before he heads to the front. When he is reported missing presumed dead, her increasing poverty drives her into prostitution. She's plying her trade at Waterloo station when she spots Taylor. He thinks she's come for him and she can't bear to tell him the truth. Plans for the wedding are back on but she cannot live with herself and throws herself off the bridge. The film starts and finishes on Waterloo Bridge where Taylor in World War Two has paused to reminisce. This adds to the interest of the film because the viewer gets to see a mock up of the original bridge and the temporary structure of the (then) under construction replacement. The final scene is of Taylor tossing a lucky charm Leigh had given him into the waters. The film (Waterloo Bridge) has everything; love, life, opportunity, despair and hope, which pretty much sums up the bridge.