Most of the time, Processing doesn't throw exceptions (but reports them, instead), so try / catch isn't needed / useful for such operation. mov1 is null if the file isn't found, that's a way to check, but you still get the stacktrace...
Try:

1. File mf = new File(dataPath(filename));
2. if (mf.exists())
3. {
4.   mov1 = new Movie(...);
5. }

instead.

Show an error message instead of the movie, for example.
Or a simple, default movie. Or a movie explaining the problem...