On 21st December 2010, Take Two Interactive filed a trademark for Rockstar Films, which - as of June 14th 2011 - has now been confirmed.
It's unclear what Take Two plans to do with the trademark, or whether it has plans to bring GTA, Red Dead or LA Noire to the big screen, but a trademark summary details the following genres:
Animated motion picture films featuring entertainment, namely, action, adventure, dramatic, comedic, children's and documentary themes; pre-recorded video discs and other pre-recorded digital and electronic media in the field of live action programs, motion pictures, or animation featuring entertainment, namely, action, adventure, dramatic, comedic, children's and documentary themes.
Source: System Link Alt
Rockstar games have always had a very cinematic feel to them, but it's unclear whether Take Two's intention is to adapt these for the big screen or not. The film venture could be unrelated to games entirely. Still, a Grand Theft Auto or Red Dead film would be cool, no?