Depends on what your definition of "deep" is. Have you watched Game of Thrones? The story is very complicated and I can't imagine a 2 hour movie being made out of it without dropping a lot of story on the floor.
You couldn't really make it work in 5 or 6 2-hour movies. There is much more material in ASOIAF than there is in Harry Potter or something similar, and they had to split that into almost 10 full length movies.
