In films how do they make spider web?

There could be various methods, a few are:

• As @Meat Trademark said fake spider webs can be made out of cotton. Here is a good video to demonstrate it.

• Another faster method using rubber cement is described here.

• Another method is by using hot glue.

It's often just cotton. Next October go to a Halloween supply store. There you will find finely woven clumps of cotton that, when stretched out, resemble webs. It's a common stock item. While a simple prop, it's highly effective and does not stick to you, meaning it can stay where taped / glued until you take it down.

Have you ever pulled a cotton swab apart or pulled on the end of a Q-Tip? Same principle.

(I'll add that one Halloween I spayed hair-spray on the cotton web and it was more realistic and stuck to you kind of like real webs.)

I had assumed it would be something similar to cotton candy rather than cotton. Hot glue makes sense for the same reason because sugar solidifies similarly but overstretched cotton does seem most probable because it would be more visible much like spider web after it has been there for a while. That would make it an ideal choice because normally spiderwebs are used to give any object that "untouched for centuries" appearance.