Here in the UK, we're more reserved and don't generally clap or cheer at films (though obviously we laugh when it is funny). But I've occasionally witnessed exceptions.
Star Wars (the 1997 rerelease at the famous Odeon Leicester Square, London). Thunderous applause at appropriate moments from an audience who knew the film inside out.
Raiders of the Lost Ark (during a 1984 double bill with Indiana Jones and the Temple of Doom that my father and I attended). When the Arab swordsman is shot. Everyone laughed and applauded.
Back to the Future. The first time I saw it, the audience applauded after the skateboard chase with Biff.