In movies there are two kinds of music: diegetic and non-diegetic.

Diegetic music refers to music that occurs onscreen, in the universe created by the movie. A great example is seen in Mission Impossible: Rogue Nation (which came out in the summer of 2015). Without spoiling too much, Ethan Hunt (Tom Cruise) ends up fighting some bad guys in the staging area of the Vienna Opera House while a performance of Puccini’s last opera Turandot is going on below (see the picture).
Throughout the fight, you can hear the performance going on and this serves as the “background music” to the drama happening onscreen.