The WORST thing for improving your English listening skills
The WORST thing for improving your English listening skills is to watch films and TV programs with subtitles.
Firstly, many subtitles are just wrong. I have watched many films and TV programs where the subtitles appear to have been written by someone that never actually watched the show. I know that sometimes they cut phases short in order to make it easier to read. But this will not help you when you are trying to understand some tricky new phrase.
Secondly, if you read subtitles, you are not listening fully to what is being said. Most human brains can't cope with doing two things at once. Your brain will do what it finds easiest, which will most likely be reading the subtitles.