In the movie A Clockwork Orange Alex and the boys drink glasses of Moloko Plus, which are milk and drug cocktails that fuel the gang's wicked behavior, so they have a valid reason for drinking milk.
But why did Anton Chigurh in No Country For Old Men, Hans Landa in Inglorious Basterds and Leon in The Professional drink milk by the bottle?
Because it's seen as unsettling when an adult male drinks milk, especially when they look all menacing or nutsy while they drink it.
And in Leon's case it's also a sign of his maternal nature, and a way to add a whimsical element that feels natural for the character.
Now You See It explores the various reasons why characters drink milk more often in movies than whiskey or Coke, and once you've seen all those characters drinking milk you'll be looking for it in every movie you watch!
-Via Sploid