Lying is protected in the United States
You can make films (or write books etc.) denying the Holocaust, or stating that UFOs are alien spacecraft, or that one race/ethnicity/gender is smarter/stronger/better than another without fear of government sanction. Further, the Supreme Court has consistently ruled that hate speech is protected in the United States - if you want to advocate that the members of [group] should be sterilized/deported/euthanased/violently murdered etc., feel free.
What isn't protected is:
- "advocacy of the use of force" when it is "directed to inciting or producing imminent lawless action" and is "likely to incite or produce such action". Broadly, "kill all [blanks]" is OK, "kill these [blanks] now" isn't. This also means that inciting a suicide is illegal,
- some types of false statements of fact,
- counterfeiting is not protected speech,
- child pornography,
- fighting words,
- threatening the President,
- speech owned by others (i.e. copyrights and trademarks),
- commercial speech (e.g. false advertising).
There are also limitations that the government may impose when it is acting in specific roles. For example, as an employer, the government can restrict the speech of its employees in ways that it can't for general citizens.
Private individuals and organisations can sanction or ostracize you however they want.
Holocaust denial is reasonably common among white supremacists and other anti-Semitic groups and they produce films and literature on the subject. The United States Holocaust Memorial Museum devotes this web page to it.
Of course, while it's legal to make these things in the United States, distribution of them in Portugal is against Portuguese law.