Actually, yes people were exiled from the 'Puritan' colonies for their beliefs. In fact, that part of the film is surprisingly well written and fairly close to records that have survived. The writer/director studied witch trials and heretical trials before making the movie, and that's to be commended. The Church of England had a long 'tradition' of persecuting separatist and heterodox factions in England. As a result, Puritans had witnessed confiscation of property, exclusion from civil offices, and removal of congregations from both Catholic and Separatist people. These punishments entered the Puritan mindset as well, and were practiced by them. The added isolation of the colonial settlements also helped Puritans to add exile as a punishment for contrary beliefs. Despite what some believe, the Puritan church in the colonies was very hesitant to execute what they would consider heretics. Due to their Calvinist outlook, they believed that those with Anabaptist or Armenian beliefs would suffer damnation anyway, so there was little use in earthly execution. However, Puritans desired conformity and public peace above all else. Heterodox and heretical beliefs led to public strife, and argumentative church services. These elements were to be removed immediately to preserve 'Godly peace.' Some famous examples of exile to consider are Roger Williams and Anne Hutchinson. Williams, who is considered the father of the American Baptist movement was exiled from the Massachusetts Bay Colony partly for his beliefs in a church separate from the state, and of grace as opposed to predestination. He was also exiled for his views on the fair treatment of Native Americans. Williams was exiled in winter---a virtual death sentence--- and fled to Narragansett territory, where he survived and established a excellent rapport with the indigenous population. His exile led directly to the founding of Rhode Island. Anne Hutchinson was also exiled for her beliefs--- a bit complex to go into here--- and her promotion of women's participation in the Church. After a trial, she and her followers were also exiled from Massachusetts Bay. After stays in Connecticut, and Rhode Island, she was slain in one of the wars between Europeans and Indigenous people. These two cases are well-known examples, but not the only ones. It's important to keep in mind that exile was tantamount to execution. Those exiled were forced to leave with what they could carry. That meant leaving crops, most livestock, and a structure. The wilderness would have been foreboding. It took time to build a house. Crops had to be planted at certain times and the growing season would most likely be truncated, so starvation was a real danger. Also, the lack of communal safety meant that attacks by local indigenous groups would be swift and without warning. There is a good amount written on outcasts and exiles in the Puritan colonies but i would recommend John Barry's excellent overview of Roger Williams listed below and Melvoin's account of exiles in his work. I hope this helps and I would definitley answer any further questions if I can.
Melvoin, Richard. New England Outpost
Barry, John. Roger Williams and the Creation of the American Soul: Church, State, and the Birth of Liberty
Hall, David, editor. The Antinomian Controversy, 1636-1638.
Morgan, Edmund. Roger Williams The Church and the State.
Winship, Michael. Hot Protestants.
McWilliams, John. New England Crises and Cultural Memory.