Skimming through Martin Buber’s two-volume collection of essays on the origins of Hasidism, I think I have realized what to call this loose category of fake world narratives, including The Truman Show: they are gnostic movies.
The idea of Gnosticism has been somewhat warped in the last 40 years (The Da Vinci Code, for example, has the audacity to claim they were suppressed for having a more human vision of Christ, when anyone with the least familiarity would tell you they had a far more divine version of Christ), but the basic premise is very close to these movies: that there is an evil god who has trapped human souls in bodies, and that the material world is, in fact, a massive prison to keep us controlled.