First you must be in an area where movies are being filmed. This does not necessarily mean Hollywood or Los Angeles...Louisiana has become a hot spot for filming in the past few years. Check out your area's employment ads or Craig's list for ads for extras.
Apply for the job. This is not much different from most other jobs. You fill out forms about your personal information, skills, availability and whatever other information that particular film would need to know. Sometimes your vehicle can become an extra in a movie, so you might even be asked what kind of car you drive! You will need to provide a head shot--a non-enhanced picture of your head only.
Wait. Many agencies start hiring extras months ahead of filming, so be patient. If your schedule is flexible, you can apply for several extra positions to increase your chances of being called for at least one.
When you are called, pay attention to specific instructions you are given such as call time, ID required on set, how to dress and where to park. Treat this as a "normal" job. Friends should not tag along. You should not annoy people with constantly documenting everything with your camera. Follow directions when you get to the set--the directors of the extras take note of those who make things difficult. They can influence who gets more camera time.
Be prepared to sit for several hours. Filming requires many takes of each scene and a lot of waiting time in between. Bring work to do or a deck of cards or puzzle activities--anything to help pass the time. Some days may last as long as 14 hours. Out of that 14 hours, you may be on the set only 3 hours. You will be served meals and snacks during your wait time. Think of all that waiting time as a chance to network and make new friends with similar interests!
While on the set, do not do anything to call attention to yourself. You will only irritate the director and possibly get moved away from the direct camera shots. Don't be a star stalker. The starring actors are there to do a job, not to sign autographs and pose for pictures. Treat them as fellow workers.
Wait for your check to arrive. (In case you haven't noticed yet, there is a lot of waiting involved in being a movie extra.)
Go watch yourself in the movie. Hopefully your scene didn't end up on the cutting room floor, and you can see yourself on the big screen.