What about sending a letter to parents before you show the movie, or even
at the beginning of the year? Tell them that to teach art well requires
that the students see the occasional nude, that parents are welcome to
preview the videos and other media that will be used, and that they may, if
they wish, request that their child be excused on the days that these media
are shown. You could even make a public meeting out of it--show the videos
to the parents and generate a discussion. This might help to change the
culture in your neighborhood.