I watched the Bourne Ultimatum this weekend, and I was struck by how much more it appeals to me as a progressive than other action movies, which advocate a general "fighting for freedom" attitude. Jason Bourne is a whistleblower. He's an agent created by the CIA, but high-level officials are trying to kill him once he knows too much. The movie centers on a program called Blackbriar -- something that enables mid-level operatives to grant kill orders without any kind of permission from Washington. There are parallels (although less extreme) to Bush's warrantless wiretapping program that is currently being investigated.
What's more, the Bourne movies make good use of public transportation. Each movie features at least once high-tension chase scene on a mass-transit train, something that typical action movies reserve for street-based chase scenes with lots of explosions. Although car chase scenes are by no means absent from Bourne movies, the fact that Jason Bourne turns to public transportation as a more efficient way of moving through these cities (often European cities, where they invest a lot in good public transportation) than driving a car. In these movies, public transportation is a real alternative to driving.
Finally, the movie, without giving away too much, ends with a series of Congressional oversight hearings. Indicating that the filmmakers find this kind of unchecked power unacceptable, and that the Congressional oversight committees serve an important and unnecessary function of keeping check on too much executive power.