He went to the movies because he had no plans and was aimlessly walking around and the movie theater was there and cops were around. I know even come LNs disagree with me but I don't think there is any chance that Oswald thought he was getting out of the TSBD and didn't plan on what do do if he did. He had no plans and no place to go.
If he had plans to get away he would have brought his pistol with him and would not have needed to go back to the rooming house. How did he know the cops were not going to bust him at the rooming house? I don't think there is any way someone could shoot a President in front of all of those people and cops and think they are going to just walk out of that building. Plus if he had any real plans he would have kept more money.
