There are 3 Naruto movies that were released over the course of the first series (not counting Shippuuden movies). They do not follow the timeline or story of the series precisely, although I have included episode ranges for where it is best to watch each movie while you're watching the series.
Please note that there are movie spoilers here.
Movie 1 has Team 7 guarding a reluctant princess, Yukie Fujikaze, who is posing as an actress that is playing a princess in a movie. The team and film crew travel to a snowy island that the princess was supposed to be the heiress of, but is in control by an evil man who has hired high level Ninja to capture Yukie.
Yukie carries a necklace which unlocks a special power that the enemy seeks to gain. After the princess is inevitably captured, Team 7 attempts to save her. The Ninja are powerful and Naruto must resort to his Rasengan to defeat the enemy boss.
After the enemy are defeated, the necklace is used to unlock the special power, which turns out to be a wave of energy that brings vegetation and life to the barren snow-covered island.
Shikamaru, Naruto, and Sakura are on a simple mission to find a lost animal when they are caught up in a fight with mysterious armored foes and a knight named Temujin. Naruto becomes separated from the others and is taken to the enemy's moving fortress.
Shikamaru and Sakura search for clues while they look for Naruto. They discover that their foes are a group of people who are trying to create a Utopia, free of war and fighting; however, they must crush all that stands before them first. They are searching for the Stone of Gelel, which has incredible power. They locate the cave where it is kept, but Naruto and the gang are there to stop them.
Temujin realizes that his master is not doing the right thing and has a change of heart. Naruto manages to defeat the enemy boss and escape before the cave falls apart.
Kakashi, Naruto, Sakura, and Rock Lee are assigned to guard a prince and his son as they travel about the country on peace talks. Little do they know that the king sent them away in order to protect them from Shabadaba, a nobleman who betrays the king and takes power.
On the way back from traveling the country, the group runs across a circus, which the prince purchases with his great wealth to make his son happy. They make it back to the city only to find the king critically injured and are chased off by Shabadaba. While attempting to escape the prince is taken hostage. The group takes refuge, and after a quick pep talk by Naruto, who has befriended the prince's son, they develop a plan of attack.
The group utilizes the circus as a distraction to infiltrate the palace. Shabadaba has hired ninja guards, who put up a good fight, but eventually fall. Naruto finishes off the enemy boss in his traditional style, with Rasengan, and the prince regains control over the kingdom.