An interesting question! I would guess that most moviemakers prefer to include at least one boy and one girl in the family so that there will be a greater chance that each person in the audience will identify with someone.
But I grew up in a family with three boys, so I don't have much of an idea of what it would be like to have a sister.
As for your question, I'm trying to think of some recent examples, but I'm mostly coming up with movies based on old stories that I'm not sure fit the category. For instance, Pride and Prejudice by Jane Austen is about a family with five daughters. And the story of Joseph from the Bible, which has had a couple of movies made out of it, is about a family with 12 brothers. (Actually, they had at least one sister too, and probably more than one, but only the brothers are mentioned in the story.)