Q. It is not uncommon in the literature of film studies today to have epigraphs that feature a choice bit of dialog from one of the characters in a film, and often the author of the screenplay is not given, but only the film title, character’s name, sometimes parenthetically the actor who played the part, and year of the film’s release. Similarly if one wants to quote a choice bit of dialog from fiction, say, one of Sherlock Holmes’ admonitions to Watson, does one credit Holmes and/or Conan Doyle? CMOS is mute on such attributions in the context of epigraphs.
A. You have a lot of leeway with epigraphs; for example:
Unhappy that I am, I cannot heave
My heart into my mouth.
—Cordelia to her father, King Lear 1.1.91–92
King Lear can stand on its own (unless you are one of those who like to insist on an author other than Shakespeare). You might just cite King Lear 1.1.91–92 as the source; those who don’t know the play will have to read it and figure out that it’s Cordelia who speaks those lines, then ponder what it all means. The point is that you are not obligated to cite more than the barest minimum of a source in an epigraph.