While none of Horatio Alger's books have been directly adapted into movies, there are films that have covered similar ground. Newsies, while not based on any specific Horatio Alger story, portrays the lives New York newsboys similar to Alger's characters, while the rags-to-riches plot of the film Slumdog Millionaire is reminiscent of many of Alger's stories.
SHINE! The Horatio Alger Musical is an original musical comedy based heavily on characters and situations from two of Horatio Alger's best-loved novels: Ragged Dick and Silas Snobden's Office Boy. The show was first produced in 1983 but a newly revised version premiered in October 2010 at the New York Musical Theatre Festival.
For more information on the show and to hear music from it, visit the official website at http://www.shinethemusical.com.