Does anyone know of a data set that contains anonymous but personal information about people connected to their movie preferences or alternatively some other preferences (i.e. favorite music, etc)?
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You should search "survey results" with keywords like "favorite movie". Here is an example of result on Google. – Ettore Rizza Feb 14 '17 at 15:52
Have a look at the Netflix Challenge dataset.
Netflix wanted to find a better recommendation algorithm, so it will certainly contain what you're looking for.