I saw Milk and I really liked it. I wish they would have addressed intersectionality a little more. They showed a few gay men of all races and a few lesbians, which is great--they can't change the facts of Milk's inner circle, which was primarily male and white--but every so often you would hear references to "the blacks" and "the asians" as a comparison with or distinction from "the gays" and I wanted to say, "What about the black gays? The asian gays?" etc. etc.
I also understand that intersectionality is complicated and has only gained purchase in feminist thought fairly recently (though it's been around much longer than that--mostly feminists of color have been largely ignored until recently, and even now intersectionality is only current in some circles), let alone in gay activism (which I know far less about), and it's not that I expect Milk himself to have been a paragon in this regard. It's a hard thing to tackle from a political perspective. I don't even know, exactly, what the movie should have done about it--I just sort of thought of all the people who had one part or the other of their identities erased by that formulation, and wished it wasn't so.