Yes, there are an alarming number of Babe Ruth movies on YouTube.
Here's one from 1932 called
Fancy Curves featuring a bevy of
League of Their Own style female baseball players and the Bambino as himself.
Babe was remarkably comfortable in front of a camera, and might have had a career as a character actor had the baseball thing not worked out so well.
If you ever wanted to see Babe in semi-drag... stick around for the twist ending.