1) In the beginning of Harry Potter and the Sorcerer's Stone, when he is a baby and just after Voldemort was defeated, he temporarily doesn't have the scar.
2) In Harry Potter and the Deathly Hallows - Part 2, the final battle, Voldemort kills Harry by casting a Killing Curse. This causes Harry's scar to disappear as he has become the master of death. Later in the movie, when he returns from "King's Cross" and defeats Voldemort, his scar doesn't reappear.