"Western film" (featuring horse-riding cowboys and Indians), 1946, American English, from oat, as the typical food of horses. Oats opera (on the model of soap opera) is by 1937 in U.S. slang.
spice blends, particularly in Indian cookery. In English by 1833 (as musala.) Masala film, an Indian movie with multiple genre elements, named for the spice blend, by 1990.
imaginary earthly paradise, by 1938, from Shangri-La, name of Tibetan utopia in James Hilton's novel "Lost Horizon" (1933, film version 1937). In Tibetan, la means "mountain pass."