I often tend to say something like
Who all is coming to the movies?
And my friends correct me that I should be saying
Who all are coming to the movies?
So which one is correct?
In (American) dialects that use this variant, "who all" is actually a pronoun in its own right; it's sometimes written "who-all". (Bear in mind that this is an extremely informal usage, and so it's rarely if ever written down at all by the people who actually use it - only by ethnographers and linguists who are studying the dialect, and novelists trying to add a little local color.) The region where it's used overlaps, but isn't exactly contiguous with, the region(s) where "you all" (or "y'all") is common.
In usage, just as "you all" can be treated as a substitute for "you", "who all" takes the place of "who" - so I think you'll find that most American speakers (who would use this construction) would ask Who all is coming to the movies?
Both are incorrect.