Every hardcore Harry Potter fan knows that the films are not perfect. There are several things left out or changed in the process of bringing the books to the big screen. If I listed every one of them it would take forever to read so I'm shortening the list to the five biggest.
1. Peeves the Poltergeist
Peeves the Poltergeist was by far one of the best characters in the books. Causing mayhem long before Harry and company arrive at Hogwarts and former Headmasters even tried to oust him from the castle, unsuccessfully. Though he normally does not listen to anyone, he respects the teachers enough to not wreak havoc in their classrooms while they are teaching, he also respects students Fred and George Weasley, troublemakers in their own right, and the one person who he is truly afraid of is the Bloody Baron, the Slytherin House ghost. He is mostly just a menace throughout the entire series, he was instrumental in Umbridge's departure and in the Battle of Hogwarts.
2. Charlie Weasley
Charlie was the only Weasley sibling not shown on screen in any of the eight films, though he is mentioned by name on several occasions. In the Sorcerer's Stone, Charlie, along with his friends, come and take Norbert, Hagrid's pet dragon, after Hagrid is caught with it by Draco Malfoy. Charlie shows up again in the Goblet of Fire when he delivers the dragons first task of the Triwizard Tournament. He was a member of the Second Order of the Phoenix and fought alongside everyone else in the Battle of Hogwarts.
3. The Elder Wand
One of the Deathly Hallows, Warner Bros. got lore surrounding the wand correct. But at the end of Deathly Hallows - Part 2, after Voldemort was defeated and "all was well," the film shows Harry, now the rightful owner of the wand, use it only once to fix his wand, then snapping the Elder Wand in half making it no longer useful. But that's not how it went down in the book. After Harry fixes his broken wand, he returns it to Albus Dumbledore's tomb, where it would stay.
4. Frank and Alice Longbottom
Believed to be dead for most of the series, it came to light in the Order of the Phoenix, that Neville's parents, Frank and Alice Longbottom, were in fact not dead, but permanent residents of St. Mungo's, the wizarding hospital. His parents suffered at the hands of Bellatrix Lestrange in the First Wizarding War, tortured by way of the Cruciatus Curse, which caused permanent damage to both his parents.
The Society for the Promotion of Elfish Welfare, established by Hermione Granger in the Goblet of Fire, after witnessing their awful treatment at the Quidditch World Cup. Though it may not be that big of a deal, but it was because of this organization that Ron and Hermione first kiss. In Deathly Hallows - Part 2, they first kiss after they destroy a Horcrux in the Chamber of Secrets, but in the book they first kiss after Ron suggest they free the Elves from the Hogwarts kitchens so that they don't get hurt in battle... even though they end up running into battle anyway (which is one part of the book I wish was featured in the movie).
It may not be one of the biggest changes from book to screen, but in my opinion, it is the most infamous. After Harry's name shoots out of the Goblet of Fire, in the book Dumbledore calmly asks Harry if he put his name in the Goblet. In the movie, it was not like that...
As you can see, in the film he was not calm.