A couple of good references that came up with a quick Google search:
In summary, which one to use depends on whether the information being added is essential to the meaning of the overall sentence or not.
In the first sentence:
The movie ___ I saw yesterday was good.
this actually may depend a bit on context. If the "I saw yesterday" is just a "by the way" sort of thing, and you already know from context which movie you're talking about (so you could say "The movie was good" and it means basically the same thing), then it is being used for a nonessential clause, and which would be the appropriate word there. If, on the other hand, "I saw yesterday" is important to correctly identify what movie you're talking about (i.e. there's a choice of movies and you're identifying which one you mean), then it's an essential clause, and that would be the appropriate word in that case.
In the second sentence:
That is the chair ___ I made yesterday.
The "I made yesterday" is pretty clearly the point of the sentence, and is being used to identify which (of potentially multiple) chairs we're talking about, so it is an essential clause. So in that case, that is the appropriate word to use here.
That having been said, those are the official rules, but in practical terms, most people use the two words pretty interchangeably these days, and in the case of the second sentence I suspect some people would find the repetition of "that" two times in close proximity to sound inelegant, and might actually prefer using which instead, even though it's not actually grammatically correct.