I know that there are differences in Spanish according to where it's spoken. So when I am trying to train my listening skills with a movie, should I consider possible different versions of Spanish or movies are usually dubbed with only one accent of Spanish?
Most movies will have two separate dubs. One is European Spanish, and the other is a (heavily Mexican) pan–Latin American one.
A handful of cartoons have also received Rioplatense (Argentina/Uruguay) dubs, but I believe the studio that did that one stopped which is a bit of a shame — Rioplatense Spanish is awesome.
For me, it creates this odd dynamic whereby the Spain dub is able to capture the nuances much better because it can focus on a single dialect and use lots of local idioms and references — but you may have difficult catching that nuance if you're not familiar with European Spanish and Spanish culture. The Latin American dub has to be more general and can't rely upon local idioms as much because it's oriented for a large number of markets: it tends to use a good bit less slang unless they decide to make a particular character intentionally very Argentine or very Cuban, for instance. As a result, if you're not very familiar with slang or culture, it will be much easier to understand.