If you would like to apply film to Plexiglas doors or windows you will need to buy the right type of window film. Most shops that sell frosted window films should be able to tell you whether or not a specific film is suitable for use. Otherwise, instructions included with the film should list the surfaces you can and cannot place it on. Unfortunately, instructions are often wrapped up inside the tube of film, so it may not be possible to read them before purchasing the film.
Generally speaking regular frosted window film, the type that you apply onto a wet surface initially is not suitable for Plexiglas or acrylic windows or surfaces. Usually you will find these types of windows in garages or your skylight may be made from Plexiglas. It is also often used in storm windows and door panes as it does not shatter like regular glass upon impact. While these types of windows are very durable, you are limited with what you can do with them in some respects.
The main reason is because Plexiglas is made out of a plastic material that contracts and expands according to the temperature, as does plastic frosted window film. However, they expand at different rates thus what will happen is that the film will most likely end up buckling and it will pull away from the Plexiglas window.
Decorative window film, with adhesive backing, is fine to use with Plexiglas windows. Static cling film can also be used on Plexiglas. The great thing with using static cling window film is that it is very easy to remove and it can be used again, if needed providing it is stored properly when not being used.
If you want to find a frosted window film that is suitable for placing on Plexiglas be sure to buy the correct type of film. You should look for either self-adhesive decorative film or static cling film. Remember though that even static cling film is not suitable for surfaces that are curved such as a dome shaped skylight or bay windows that are rounded.