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In the Return of the King film, Gandalf's staff is destroyed by the Witch-king:
During the battle of the Black Gate he uses his sword, Glamdring.
But at the end of the film, when the hobbits are leaving Middle-earth, he has it back:
But where did he get it from?
I'm looking for answers ONLY from the films!
While not explicitly answered, there's no reason to believe that he couldn't have simply gotten a new one.
It's clear that he originally got his white staff from somewhere; in the book, it explicitly comes from Lothlórien:
'Thus it was that I came to Caras Galadhon and found you but lately gone. I tarried there in the ageless time of that land where days bring healing not decay. Healing I found, and I was clothed in white.
The Two Towers Book III Chapter 5: "The White Rider"
Though this isn't stated in the films, the visual design of the staff certainly implies it.
Recall also that, in the film, the final scene explicitly takes place about three years after the destruction of the Ring:
Frodo: Thirteen months to the day since Gandalf sent us on our long journey we find ourselves looking upon a familiar sight. We were home.
[...]
Frodo: It's been four years to the day since Weathertop, Sam.
Return of the King (2003)
It doesn't seem like a stretch to imagine Gandalf returning to Lórien to get a new staff sometime in those intervening years.
As requested, this answer will be from a film perspective.
This scene is actually an 'Extended scene' of the film: it never happened in the legendarium. When Peter Jackson realised his mistake (explained below), he removed this scene from the actual theatrical version of the film, but it still exists in Extended versions.
The answer (in the theatrical film theory) would be: Gandalf got his staff 'back' because he never lost it in the first place.
Other speculated reasons the scene was added:
Peter Jackson most likely misinterpreted this statement about the Witch-king by Aragorn:
'Look!' he cried; [...] 'The only hurt that it did to his enemy, I fear; for it is unharmed, but all blades perish that pierce that dreadful King. More deadly to him was the name of Elbereth.'
The Lord of the Rings - The Fellowship of the Ring: Chapter XII - "Flight to the Ford"
Hence, he depicted Gandalf's staff breaking to show this.
As there were little scenes that show his strength. Adding this scene shows that the Witch-king is powerful enough to break Gandalf's staff in the film — which is completely incorrect and contradicts information in the books.
Peter Jackson realised this later on and hence put the scene where the Witch-king broke Gandalf's staff as an 'Extended scene'.
I know you are only interested in the movies, but they provide no explanation. For those who come across this and are interested in what the books say:
The Witch-king and Gandalf never came to clash directly during the battle of Minas Tirith.
They came close, facing each other, trading words and the Witch-king taunts Gandalf — which is essentially the dialog used in the movie. But before they actually clash, they are interrupted by horns as the army of Rohan arrives, after which the Witch-king retreats to face the new threat. So there is never a show of force by either party to reveal who is the most powerful — Éowyn kills the Witch-king shortly after he faced Gandalf.
The scene where the Witch-king easily dismisses Gandalf by breaking his staff effortlessly is entirely made-up by Peter Jackson and not canonical. Like every other 'Hollywood' scene Jackson made up entirely by himself, it is a quite random and pointless.
If they had come to a clash, Gandalf is a powerful Maia, who recently had his powers boosted further, wielding an ancient elven sword and a ring of power.
The prophecy of the Witch-king foretold that he could be slain by no man. Being a Maia, Gandalf is not a 'man' (human), just like Merry was not a 'man' — which is the explanation Tolkien provides for Merry being able to stand up to the Witch-king and assist Éowyn in slaying him.
So I think that if they were to fight, the odds would be heavily in Gandalf's favour.
Also in the books, Gandalf and Elrond together do defeat all of the Nine, including the Witch-king, when they try to cross the river to Rivendell. Using their combined magic power, including two eleven rings of power used at once.
So just as Arwen wouldn't be able to defeat all of the Nazgûl with a flick of the wrist, the Witch-king wouldn't be able to defeat Gandalf with a flick of the wrist either. It's all made up by Peter Jackson.
