I have a pocket sized moleskin that I have for—oh my god I am just now realizing how long it has been—the past nines written every book that I read and buy along with where I got it. It is a wonderful thing to have with me and I just lost about 10 minutes to flipping through it.
For movies, I tend to keep a log of those in my calendar/planner be it something I am watching at home or in the theater.
Games I write about in my journal because I find that I find it helpful and interesting to write about what I react and respond to in games.
As to “want” list, I have a page in my journal where I write stuff down and often include publication/premier dates in my calendar. I have sometimes sorted this list by categories or genre but often times I write a little description of what it is and why I responded to it in the moment. I have found over the years that taking the extra step to write something down on paper makes me much more likely to only write down things that I am genuinely interested in and things I am more likely to remember; for a while I kept a Google doc but the ease of surfing the web and casually copying and pasting stuff into the doc rendered it comically long and pretty useless after a while.