Prop Store (UK) recently held a Movie Poster auction that offered a healthy selection of original paintings in the overall mix, so it seems like an appropriate auction grouping to me.
Illustration art? Yeah, I could see that working for movie stuff, too.
Comic auction? I see no connection there.
As for your last question . . . collecting passions are not too dissimilar, I would imagine. As with comic-book artists, the movie stuff has its own hierarchy of notable talents. Look at the separate thread on Drew Struzan art to see where prices can go for the top talents . . . and I imagine the same applies to MTG and the kind of game artworks Bronty is promoting.