Can I use Schubert's Winterreise album in one of my films?

Although the music is public domain, the performances themselves are likely to be protected under copyright. I’m not a copyright attorney, but I think you would have to pay at least a license fee to use a particular performance.

I think that you can use Naxos recordings without permission. They sell public domain recorded performances of classical music.

You can get it performed yourself, or find performances out of copyright, or talk to the copyright holders about using their recordings.