I've noticed an abundance of comments to other stacks linking to possibly related questions. These links are tenuous at best, and distract from Movies.SE, mostly directing users to others stacks. Should we encourage this? Should we allow this? These comments lead to a lower user count on Movies.SE and serve no purpose other than getting people to leave Movies.SE.
Well, this site naturally has some overlap with other SE sites and the general policy is, that it is upto everyone's own discretion where he asks an on-topic question. So much to that.
Now it can therefore happen that someone asks a question that has been asked and/or answered in some way or another on a different SE site. Politely pointing out that this is the case and linking to the other question is in itself not a bad thing and helps the user find a good solution to his problem as well as furthering a neatly cross-connected SE network. We should not live out an exaggerated spirit of competition and fighting for users/posts with other sites by trying to silence every possible mention of that other site, as this is not constructive on the long run (especially since there are already quite some animosities between certain SE sites that we should not further but rather try to reduce).
However, if a question is related to a question from another site and someone points that out in a comment, it can't hurt to keep the connection symmetrical and point towards this question on the other site, too, for the sake of a neatly interconnected network and mutual advertizement.
That being said however, what is surely discouraged is blatant redirection or discouragement of the user in the form of comments (to perfectly on-topic questions) that say things like "You should rather ask that question on ..." or "This is already answered on ..., no need to ask it again". Such comments are indeed detrimental to the site and will be removed or at least reworded (and users should flag them when they see them). Neither will on-topic questions be migrated to another site for simply being a "better fit" there and such flags will always be declined if not coming from the original asker.