In classical music, a movement is a part of a symphony. Usually, each movement sounds quite different and has a different rhythm/feel. The movements of symphonies are often split up into seperate tracks when you buy the symphony on CD, often denoted by their tempo/style (e.g. Allegro/Largo/Allegreto/etc.

Some movements are quite small, and some are very large. Gustav Mahler, for example, often has very large symphonies with movements of up to and over 20 minutes. An example of actual movements are each of Gustav Holst's movements in The Planets.