Every time I turn iPad on Ive got three films that try to automatically download from the cloud but always fail. How can I cancel or stop this from happening?

If they are showing in the Downloads tab in the iTunes store app (Downloads will only show if there are downloads happening) then tap on them to pause them if they are not already paused, then tap the Edit button top left of the screen and you should be able to select and delete them.

After pressing the Edit button you've then tapped on the films so they become ticked - after tapping Edit there should be a circle to the left of each film, tapping a film should make the circle ticked. Does that happen, and after ticking them the Delete button doesn't become enabled ?

This is what I see on my iPad, the Edit button gives a circle to the left of each download

You could try closing the iTunes Store app via the iPad's taskbar and seeing you can delete them when you re-open the app : Force an app to close in iOS - Apple Support

You could also try logging out of your account by tapping on your id in Settings > iTunes & App Store and then log back and see if then works

If not then do a soft-reset and try again : press and hold both the sleep and home buttons for about 10 to 15 seconds (ignore the red slider), after which the Apple logo should appear - you won't lose any content, it's the iPad equivalent of a reboot.

And if that doesn't work either then you could try contacting iTunes Support and see if they can remove the films from you download queue : http://www.apple.com/support/itunes/contact/ - click on Contact iTunes Store Support on the right-hand side of the page