For a title starting with "The" such as "The Wall", how would one translate it while still conveying the same significance? A literal translation such as「壁」does not seem to carry the same significance, as it could describe any wall, or walls, plural. Is there another way of translating such a thing?
I don't think there is a set formula, except for transliterations such as ザ・ロック for The Rock. Translators come up with creative and different ways to "translate" titles. I say "translate" with quotes, because it's not rare for a translated film to have an entirely different title.
An extreme case of transliteration:
- ザ・ロング・アンド・ワインディング・ロード for The Long and Winding Road
It looks like older film titles tend to have creative translations.
- 現金（げんなま）に体を張れ for The Killing
Movie titles are not always translated literally, but 壁 is perfectly fine if a literal translation is to be used. People will usually think it's about some special and important wall. Even if the movie is about many walls, there is nothing wrong with using 壁 as the title.
Something like その壁 or この壁 might be used if you absolutely need to say "THAT Wall", but such titles are rare. After all, why does a title have to include information that is not necessary even in a long Japanese sentence? What information needs to be included depends on the language, and in this case, trying to include the significance of "the" without adding anything else will only make the title look unnatural in Japanese.