I think a “solution” in water laid to dry on a pan could form a lattice of cellulose.
However this would be a mechanical, not chemical, lattice. Cellulose is best known as plant cell wall, which is a linear polymer of saccharides. Naturally, this stuff is enduring and hard to manipulate. The saccharide base is amphiphilic and has intermolecular hydrogen bonding, and so it’s more likely to stick to itself than a solvent. Without a special solvent you’ll have to get by with hot water, mechanically arranging chunks of cellulose into a layer. This would be a film but not a consistent aggregation.
Otherwise, highly ionic or acidic/basic liquids would be required to molecularly segregate the molecules so that vaporization of the solvent lands the cellulose molecules orderly into a lattice.
The only other way is to use a biological process, such as bacteria that secrete cellulose biofilms, but then you’d have to figure out how to separate the cellulose from the organisms.
So it depends on the required purpose of the film for what solvent and techniques to employ.