Moulin Rouge! Simply the best film ever made (imho) - a spectacular opulent delight of a musical. Woody Allen did one too (everybody says I love you? or something).
With the development of more popular music being used on film soundtracks perhaps we are due a few more...
TW, this was really the point I was trying to make. Grease was a stage musical turned into a very successful film. None of the other stage musicals you mention have been. Why is this?