This is feedback that we've gotten from many people using the data dumps. We're looking into how best to create such subsets. One approach would be to get all the data for a single domain like Film.
Here's how you'd get every RDF triple from the /film domain:
zgrep '\s<http://rdf\.freebase\.com/ns/film.' freebase-rdf-{date}.gz | gzip > freebase-films.gz
The tricky part is that this subset won't contain the names, images or descriptions which you most likely also want. So you'll need to get those like this:
zgrep '\s<http://rdf\.freebase\.com/ns/(type\.object|common\.topic)' freebase-rdf-{date}.gz | gzip > freebase-topics.gz
Then you'll possibly want to filter that subset down to only topic data about films (match only triples that start with the same /m ID) and concatenate that to the film subset.
It's all pretty straight-forward to script this with regular expressions but a lot more work than it should be. We're working on a better long-term solution.