Philippe Garrell and Nico in 1972's The Inner Scar. Nico would star in, provide dialogue and compose the music (available on the Desertshore album). Garrell would write, direct and co-star in it. Pierre Clementi would also appear.
Click over to http://www.knkmusic.net/ for a splendid free download of Nico live at Ronnie Scotts. One of the better later live recordings I have heard by her.