there is an animated movie called Halo Legends, but i dont think tht counts... there are plenty of official live action shorts made to kind of test the waters of a feature length film http://www.halopedian.com/Category:Film
but as far as a live action feature length? there have been rumors going around since the game came out. it came very close to happening, negotiations, scripts, as well as release dates (summer 2008!!) were made; with Peter Jackson to exec produce, and Niel Blomkamp to direct. Universal was to release it in north america, and Fox was to release it everywhere else. but then in oct 2006, fox and universal pulled out... Blomkamp went on to make District 9.
several times since then more rumors have risen, as well as a promising statement from Frank O'Connor: "We're going to make a movie when the time is right," he said. "We own the IP. If we want to make a movie, the scale of all the other stuff that we do changes dramatically. We make tens and tens of millions of dollars on ancillary stuff, toys, apparel, music and publishing. If we do a movie all of that will grow exponentially. We have some numbers if we do a movie, but it changes everything. It also changes our target and age demographic."
so there probably will be a live action (with heavy CGI) feature length film within at least 5 years.. now is the best time to do it, with the nostalgia of Halo Anniversary, two new books coming out, as well as Halo 4, many halo fans will be ready to shell out $10-20 to see a halo movie.
you can read more about it here: http://www.halopedian.com/Halo_(film)