Like comfort food, a comfort movie is a movie that one watches to feel less shit and a movie that evokes many positive/lovely feelings in that one person.
A fictional character that you're immensely emotionally attached to. People with comfort characters tend to fantasize scenario's in their head with their "comfort character", giving them a feeling of wellness and comfort (hence the "comfort"). Contrary to popular belief, comfort characters aren't always looked at in a sexually explicit way. Most people genuinely adore their comfort character and use them to cope with their mental difficulties