An episode of Masters of Horror was about a physics grad student. Dreams in the Witch House. Warning: it's disturbing.
In Jurassic Park, I believe Ellie (Laura Dern) was a grad student in the book, I don't think the movie said.
Amy Wong on Futurama is a physics grad student. http://futurama.wikia.com/wiki/Amy_Wong
Prince of Darkness, a John Carpenter horror film, is about grad students of diverse fields spending a night in a scary dilapidated building to study a thing-in-a-box.
Nobel Son