This is not a comprehensive listing. Materials are constantly being added.
Chua, Ai Lin. “Modernity, Popular Culture and Urban Life: Anglophone Asians in colonial Singapore, 1920-1940.” Ph.D. diss., University of Cambridge, 2007.
Check out Chapter 3: The Cinema, for an analysis of the role cinema played in colonial Singapore during the interwar period.
Richards, Jeffrey. “Boy’s Own Empire: Feature Films and Imperialism in the 1930s.” Imperialism and Popular Culture. Ed. John MacKenzie. Manchester: Manchester University Press, 1986.
Though it focuses mainly on feature films set in Africa and India, some of Richards’ arguments possibly apply to features set in Malaya.
Webster, Wendy. “Domesticating the Frontier: Gender, Empire and Adventure Landscapes in British Cinema, 1945–59.” Gender & History, 15,1(Apr 2003): 85–107.
Though Malaya is not the focus of Webster’s analysis, some of the points she raised with regards to the subtle shift in the portrayal of gender in imperial genre films arguably applies to the post-war features set in Malaya too.
Stevenson, Rex. “Cinemas and Censorship in Colonial Malaya.” Journal of Southeast Asian Studies, 5,2(Sept 1974): 209-224.