What is a good way to improve listening skills when learning a foreign language?

Chinese movies?
It helped me understanding what english speakers say.

Immersion is usually listed as the best way to learn a new language. In addition to watching foreign-language movies (you could cover the subtitles if there is no option to turn them off), you could also go down to a Chinese restaurant or market, or if there’s a ‘Chinatown’ urban center nearby. We have several restaurants in our area where we are often the only white people in the place, and we are surrounded by their language. Of course, you might find there are many dialectical differences.

An acquaintance has been tutoring on Cambly.com – it looks like they only do Spanish right now, but they’re a start-up, so perhaps if you contact them, they’ll find someone to help you with Chinese.

You might see about downloading podcasts in your target language. If your reading comprehension is on the up and up hopefully you’ll be able to translate your reading vocabulary into a listening vocabulary.

Be careful with the inflections and accentuated syllables. They make a huge difference in meaning.

Active listening on a daily basis would be helpful. Listen closely and concentrate on listening. There are number of things that you can use to improve your listening skills like podcasts on iTunes, movies, music or the radio. You can also try speaking with native speakers.

Listening to Chinese movie dialog with subtitles in your native language and using the pause and rewind functions may be helpful.

DVD in foreign language plus subtitles in foreign language.