It is correct to use the definite article the before words such as "cinema", "theater", "radio", unless we talk about them as a form of art.
- I went to the cinema yesterday.
- Did you hear it on the radio?
- I'm looking for some books about cinema history.
- I'm looking for some books about the cinema history.
The only exception is TV (or television) which comes without the if we aren't referring to the TV set (a physical object).
- Person A: No way! You can't have happened! Person B: But I saw it on TV!
- Put the pyramid near the TV.
- Look! There a fly on the TV screen.