I like the cinema or I like cinema

[ROBINDESBOIS]

I like the cinema or I like the cinema and WHY?

[Rusty]

You'll use the expression with the article much more often than without it.
The sentence without the article just feels incomplete, unless 'cinema' is being compared with some other entertainment.

[Tomisimo]

Also, it depends a little bit. Are you talking about the building where you watch movies, or are you talking about movies in general?

[ROBINDESBOIS]

movies in general, but you say I like opera, and it is a form of entertainment too.