While names such as Dreamworks and MGM are registered trademarks (using the Â® mark), movie titles do not contain the Â® mark, but the â„¢ mark (I see Shrekâ„¢, but not ShrekÂ®). Is there a reason why?
Since no one else has replied, I'll take a shot at it.
First, a bit of legal background (note - everything I say refers to the US). Trademarks, like Copyrights, exist without any government involvement. If you start selling a baked good called it a cookiesmookie, and no one else sells something called a cookiesmookie, then customers will associate that name with your product. Presto bingo, you've got yourself a trademark.
Now what if someone else starts selling something and calls their product a cookiesmookie? Here's where the government gets involved. You can go to court and try and prove that (a) you have a trademark and (b) this guy is violating it. It can be hard to prove that you've got a trademark, and that's where the "tm" comes into play. If you slap a (tm) behind cookiemookie, it's an announcement to the world that you have that trademark. If you've been doing so all along, it's much easier to demonstrate to a court that you really do have that trademark. But (tm) doesn't really mean anything. You could start selling little meat sandwiches and call them "hamburgers (tm)" but that doesn't give you a trademark on the word hamburger.
Even with the use of (tm), it can be messy going around defending your trademarks in courts all the time. So the government gives you another option. You can go in ahead of time, lay out all the evidence that you have (or are going to have) a trademark, and register your trademark. Once you do that, you are entitled to the "R in a circle" thingy. That indicates that not only are you claiming a trademark (what (tm) does) but that you have actually registered it.
Oh yeah, the original question. I'm only guessing here, but it seems reasonable that studios would take the time and effort to register their names. Hence the (R). However, it might not be worth the effort to go through the registration process for every movie title. Or maybe they do go through the effort for every movie title, but the process takes time, and until they actually get the registration, they just use (tm).
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