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晩ご飯を食べなかったボブは、映画で見た銀行に行った。
Bangohan o tabenakatta bobu wa, eiga de mita ginkou ni itta.

This means "Bob, who didn't eat dinner, went to the bank HE saw at the movie." What if I want to say "Bob, who didn't eat dinner, went to the bank I saw at the movie." What do I need to change/add?

And why it doesn't mean "...the bank that saw at the movie" being a subject but an object instead in that clause?

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As for the first question, you can simply explicitly indicate the subject in your second relative clause.

晩ご飯を食べなかったボブは、私が映画で見た銀行に行った。
Bangohan o tabenakatta bobu wa, watashi ga eiga de mita ginko ni itta.


As for the second question, how a relative clause modifies the following noun depends on what is said or unsaid in the relative clause. Let's start from this simple sentence:

私は映画で銀行を見た。
Watashi wa eiga de ginko wo mita.
I saw a bank in the movie.

You can make three noun phrases from this:

  • 映画で銀行を見た
    eiga de ginko wo mita hito
    the person who saw a bank in the movie
  • 私が映画で見たもの
    watashi ga eiga de mita mono
    the thing which I saw in the movie
  • 私が銀行を見た映画
    watashi ga ginko wo mita eiga
    the movie where I saw a bank

As you can see, there is no word that corresponds to English relative pronouns (eg "which", "who", "where", "that") which can indicate the grammatical role of the relative clause. This means this phrase can be theoretically ambiguous:

  • 銀行を見た映画
    1. the movie where [I/he/etc] saw a bank
    2. the movie that saw a bank (?)

In most cases this is not a problem, because everyone knows a movie is an inanimate object can't see something. However, you can still make an ambiguous phrase which can be interpreted in two ways if there is no context:

  • 本を貸した人
    hon o kashita hito
    1. the person who lent a book (to someone)
    2. the person whom [I/he/etc] lent a book
  • 私が好きな猫
    watashi ga suki na neko
    1. the cat who likes me
    2. the cat I like

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