Entertainment can be expensive unless you like to read. My BF and I are both avid readers which keeps us busy when we can't afford to go to a movie or even to rent one.
Yesterday we went to the local library where I got my library card. Library cards are generally free to those who live in the area. You can check out books, DVDs, CDs, and audiobooks, as well as back issues of magazines. The one in my town is very spacious and comfortable, offering comfortable chairs to sit in for anyone who just wants a change of scenery. Libraries generally offer free classes, internet, and movies to the public.
For free amusement, look into your library and take advantage of all it has to offer. Just make sure to get your books back in time. Late fees can be minimal but they are still fees and will cost you something.