In the movie, Anubis is Ra's bodyguard. He looks like what is called First Prime in the series.

He is really devoted to his master, and seems able to do anything for him. He is Ra's best warrior, and no Horus guard could withstand him.

It was never said if Anubis was the same character in the series and the movie, or if he is just another Goa'uld, though the second looks more likely.