I've never seen either Busch park used in any movies. It was easy for them to film in California because of the proximity to Hollywood and access to all the filming equipment and resources.
I think another reason you haven't seen a movie filmed at BGW is because usually when film makers need to shoot a scene in amusement park they need something generic to use. The perfect place for that would be a Six Flags or Cedar Fair park and these two companies have been used in movies before (Magic Mountain, Great America, Kings Dominion, Dorney, Knotts Berry Farm). These parks have minimal theming. BGW, on the other hand, has too much theming.
It would be nice if they did film a movie at BGW. That would be awesome to see!