I think it's much harder for fans of films or TV shows to find proof of explicit permission by the copyright holder, as the copyright holder isn't usually the showrunner or director or actors or even the screenwriter - any one of these people, who are the ones actively creating the show, may be outspokenly pro-fanfiction, but this still wouldn't necessarily mean much.
And then it's probably complicated also for books that have been turned into films - for example JK Rowling may be okay with fanfic, but is it just her call to allow it or Warner Bros. as well? Does it matter whether the Harry Potter fanfic is purely based on book-canon or film-canon? Or mostly book-canon but borrows something, on purpose or inadvertently, from the films?
My own opinion (and yes, I realise this isn't saying much) is that if the original author is okay with it, or not explicitly against it, then non-profit fanfic isn't harming anyone (which is what the laws should be all about, shouldn't they?) - the existence of non-profit fan creations is in reality a lot more likely to help the original (by bringing in new fans, keeping the existing fans interested during breaks in new source material, etc) than it is to harm it.
In any case, I'm not a lawyer and I'm not an expert on either US or UK law, but from what I've been reading for years now, people who do have some knowledge about legal matters keep saying that fanfiction is essentially in a grey area right now - neither explicitly legal nor explicitly illegal, as there is apparently enough in both US and UK copyright law to suggest that if a case actually ended up in court, it wouldn't be clear-cut, and as fanfiction hasn't been explicitly mentioned in the respective laws, no one
really knows whether it would for example in the US fall under fair use or not. Some people believe it's illegal; others believe that transformative works may be legal.
So it may or may not be illegal, and there hasn't been a clear precedent to point either way - that is what the Organisation of Transformative Works seems to believe, and I also recently came across
an interesting thesis about the issues of ownership and legal issues regarding fanfiction.
One thing that does seem to be clear is that especially in the past, many anti-fanfic authors have been mixing up trademark protection and copyright protection and taken the view of "I cannot tolerate the existence of fanfic because I have to protect my copyright rigorously or I will lose it", which, as far as I understand, is not quite how copyright works - i.e. no matter how much fanfic is written and posted in public (and whether it's illegal to do so or not), it's not going to make the original author lose copyright.
But yeah, it is a grey area - what is also clear is that it's not explicitly legal, and I understand that people may have a problem with that concept. Again though, I think this is one grey area that is worth being explored due to the nature of this specific issue - creativity, influences of other creative works, transformative works etc - I think there's a way to find a good balance here between protecting the rights of the original creators (as much as they can be called "original" anyway, considering almost all authors throughout history have been influenced by the creations of others; and then there are authors whose published work
is fanfic, just fanfic based on stuff now in the public domain, e.g. the various Sherlock Holmes pastiches, Pride and Prejudice and Zombies, etc) and not stifling the creation of more work, or simply stifling fan interest and making fans asking "what if...?" questions out to be criminals for daring to have curiosity and imagination.