Yes, movies can penetrate the corners of your soul, because many movies are meant to be a provocative look at how we live, and the good and bad of the way humans have behaved. One movie that penetrated the corners of the soul was Schindler's List. Movies have a way of telling us about the human race.
I personally think that some movies can penetrate the corners of your soul but it is also what an individual believes in. I personally think that some movies can penetrate the corners of your soul which could affect an individual as well as how the person feels or felt about the movie.
If by penetrate the corners of your soul, you mean touch someone on a deep emotional level, then yes, movies can certainly do this and do it well. The same goes for good books. If it captivates you and rings true, then it usually touches a nerve and gets you pretty good.
Movies have the ability to frighten, to inspire, to make us laugh and yes, even penetrate the "corners of your soul". From a logical standpoint, that's what movies are supposed to do. They're entertaining, and we relate to and remember the ones that are really entertaining. Especially if the plot and acting is good.
While most film will not penetrate the corners of your soul I believe some films can do just that. They are few and far between and often more artistic than other films. I think two that deserve mention is 2001: A Space Odyssey and Schindler's List, both touching films that stay with a viewer forever.