"Sir, do you know where the movie theater is?"
Translation:Señor, ¿sabe usted dónde está el cine?
To elaborate on what Michael said:
When you're directly addressing someone, the term of address is simply "señor":
¡Señor! ¿sabe usted dónde está el cine?
Sir, do you know where the movie theater is?
When you're referring to someone using the honorific along with their name, you often use the definite article:
Lo siento, el Señor Martinez no está aquí ahora.
I'm sorry, Mr. Martinez is not here right now.
Interesting, I hadn't considered that particular meaning. However, I should mention that I would translate the English of that sentence as: The gentleman is outside. This highlights the slightly different context in which 'señor' is being used there.
I guess we'll have to modify the rule above by saying that when 'señor' is being used to call a person's attention rather than talk about a man in third person... the article is not needed.
Or, if there were a bunch of men in a room, you could specificy your address by using their last name: "Señor Martinez, ¿cuándo es tú presentación?" It's when you're talking about somebody that you use the 'el' or 'la' in front of their names. La presentación del Señor Martinez es perfecta."