has the first band member also been in any movies?
Yes, "How to Make an American Quilt" ,  "Fight Club" , "The Thin Red Line",  "Urban Legend"  are some of the movies
Introduction
He made his film debut in "How to Make an American Quilt" (1995) and received critical praise for his performance in "Prefontaine" (1997). Leto played supporting roles in "The Thin Red Line" (1998), "Fight Club" (1999) and "American Psycho" (2000), as well as the lead role in "Urban Legend" (1998), and earned critical acclaim after portraying heroin addict Harry Goldfarb in "Requiem for a Dream" (2000). 
who is 30 seconds to mars touring with Muse and PVRIS who are the members of the band? Jared Leto and Shannon Leto which was their first ever album? "30 Seconds to Mars"
Yes "How to Make an American Quilt", "The Thin Red Line" and "Fight Club". Yes.
Jared Leto Jared Leto Jared Leto
Introduction Introduction Introduction
He made his film debut in "How to Make an American Quilt" (1995) and received critical praise for his performance in "Prefontaine" (1997). Leto played supporting roles in "The Thin Red Line" (1998), "Fight Club" (1999) and "American Psycho" (2000), as well as the lead role in "Urban Legend" (1998), and earned critical acclaim after portraying heroin addict Harry Goldfarb in "Requiem for a Dream" (2000). He later began focusing increasingly on his music career, returning to acting with "Panic Room" (2002), "Alexander" (2004), "Lord of War" (2005), "Lonely Hearts" (2006), "Chapter 27" (2007), and "Mr. Nobody" (2009). In 2012, he directed the documentary film "Artifact". He then appeared in "Suicide Squad" (2016) and "Blade Runner 2049" (2017). He made his film debut in "How to Make an American Quilt" (1995) and received critical praise for his performance in "Prefontaine" (1997). Leto played supporting roles in "The Thin Red Line" (1998), "Fight Club" (1999) and "American Psycho"   He made his film debut in "How to Make an American Quilt" (1995) and received critical praise for his performance in "Prefontaine" (1997). Leto played supporting roles in "The Thin Red Line" (1998), "Fight Club" (1999) and "American Psycho" (2000), as well as the lead role in "Urban Legend" (1998), and earned critical acclaim after portraying heroin addict Harry Goldfarb in "Requiem for a Dream" (2000). He later began focusing increasingly on his music career, returning to acting with "Panic Room" (2002), "Alexander" (2004), "Lord of War" (2005), "Lonely Hearts" (2006), "Chapter 27" (2007), and "Mr. Nobody" (2009). In 2012, he directed the documentary film "Artifact". He then appeared in "Suicide Squad" (2016) and "Blade Runner 2049" (2017).
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Jared Leto [SEP] Introduction
He often remains completely in character for the duration of the shooting schedules of his films, even to the point of adversely affecting his health. He is also known to be selective about his film roles. Leto is the lead vocalist, multi-instrumentalist and main songwriter for Thirty Seconds to Mars, a band he formed in 1998 in Los Angeles, California, with his older brother Shannon Leto. Their debut album, "30 Seconds to Mars" (2002), was released to positive reviews, but only to limited commercial success. The band achieved worldwide fame with the release of their second album "A Beautiful Lie" (2005).