I have problem to fully understand the speech in Hollywood movies . . . .
"I have a problem fully understanding the speech..."
This indicates to me that the dialect of English which you customarily hear in Malaysia is British, not American. This is what I expected, since the presence of American citizens and businesses in your country is very recent.
The primary difference between British English and American English is
pronunciation. Technically, this almost makes them
accents rather than
dialects. However, they were very different dialects until a few decades ago, and even now there are still quite a few differences in vocabulary. So, although we now understand most of each other's words (lorry/truck, spanner/wrench, earth/ground, bonnet/hood, minister/secretary, etc.) due to the sharing of TV, movies and pop music, we are unwilling to change our attitudes so we still call them dialects.
So your effort should concentrate primarily on understanding the sounds of American English. Fortunately we speak more slowly than the Brits, so this will be much easier than if you were going the other way!
The major difference is in the vowels. Almost the entire set of vowels is pronounced differently in England than in America, and within both countries there are regional differences, although they are much greater in England (and even greater in Scotland, also part of Great Britain). Their "cat" sounds like our "cot." Their "cot" sounds like our "caught." Their "caught" sounds like our "coat." Their "coat" sounds like our "coot." So when you hear an American say these words, they will sound like the wrong words to you.
The British also
elide unaccented vowels--meaning that they shorten them so that they become indistinct, or eliminate them completely. We do that too, but not as much as they do. Many words in American dialect have more syllables than in British dialect.
I don't know how to help you with this, beyond explaining the major differences. I studied Brazilian Portuguese and I know the differences between the European dialect and the South American dialect, yet every time I hear someone from Lisbon speak, it's very hard to understand them.
If you have the good fortune to be able to find both a
performance of a play in American English and the
script of the play, then you can listen to the words as you read them. I'm sure that would be a wonderful way to develop the skill to translate one dialect to another in your head.
I sympathize with you. In the 1950s there were no British songs, almost no British TV shows, and very few British movies in America. When I saw a British movie it was almost like a foreign language, so difficult to understand that it lost all its entertainment or cultural value. Then in the 1960s British movies invaded America (led by James Bond with guns blazing and wisecracks dripping), followed by the songs of the Beatles, the Rolling Stones, and the entire army of musicians whom we called "The British Invasion," and finally an avalanche of TV shows like "Upstairs Downstairs" and "Monty Python."
By the 1970s it was easy for us to understand the Brits, and because a symmetrical invasion went across the Atlantic in the other direction, they could understand us too.
But this took twenty years.
The best thing you can do is find some Americans and try to make friends so you can have conversations with them. Then if you don't understand something you can just ask for help. Otherwise, keep watching movies. If you have access to U.S. television shows, that will help too. Your ears will eventually make the adjustment.
People like Sylvester Stallone, when he spoke I really can't understand what did he say.
"When he speaks I really can't understand what he says."
Does he speak good English with correct pronunciation?
"Sly" Stallone comes from an Italian-American family in New York City. There are many different accents in American English, and Italian-American is one of them. He does not speak the way the average American speaks. His cadence is different, which is what we use to figure out where one word stops and the next one begins. His vowels are also a little different from Standard American.
When I was a kid, Italian-Americans had their own dialect of American English, with exaggerated differences in stress on the syllables and a lot of Italian words. (In fact the "Italian" community in the USA is largely Sicilian, and many linguists count Sicilian as a separate language, not a dialect of Italian.) Today their vocabulary is less Italian and more English and the accent has been flattened, but it is still noticeable.
If you're going to watch American movies as part of your strategy to understand American English, I would not recommend Sly Stallone as one of your teachers.
![Wink ;) ;)](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
You'd probably have more luck if you start with our older movies starring legendary (and dead) stars like Gregory Peck, John Wayne, Bette Davis and Katharine Hepburn. They tended to speak Standard American in those days, not regional dialects and urban slang like actors do today.
You might also find life in America before the "Generation Gap" of the 1960s a little easier to understand, so the movies might be more enjoyable.