How to list files of which no symlinks exist

The -prune primary tells find not to recurse under a directory.

find -L -path ~/.wine/dosdevices -prune -o -type f -name 'My Favorite Movie.*' -print

If you want to use -lname in your condition, you can't use the -L option, because -L causes most predicates to act on the target of the link, including -lname. My recommendation in that case would be to use both your home directory and the hard disk root as the roots of your search.

find ~ /mnt/hdd -xtype f -name 'My Favorite Movie.*'

You might run find ~ -type l … to gather a list of symbolic links and use them as additional roots.

( IFS=$'\n'; set -f;
  find ~ $(find ~ -type l -lname '/mnt/hdd/*') \
       -xtype f -name 'My Favorite Movie.*' )

If you really want to recurse under symbolic links, you can exclude specific symbolic links by target instead of by name. However you can only exclude a finite list, not a pattern or subtree this way.

find -L \( -samefile /exclude/this -o -samefile ~/and/that \) -prune -o \
     -type f -name 'My Favorite Movie.*' -print

You can use other criteria such as ! -writable (files that you don't have write permission to), but I don't think GNU find has a way to recurse under symbolic links only if their target text matches a certain expression.

You could build a find command that does almost what you want except for not excluding enough symbolic links, run find2perl to convert the query to a Perl script, and tweak the Perl script a bit. There are many switches of GNU find that find2perl doesn't recognize, however.

Use rsync's option -K (--keep-dirlinks). From the manpage:

 -K, --keep-dirlinks
      This  option  causes  the  receiving side  to  treat  a
      symlink  to  a  directory  as though  it  were  a  real
      directory, but only if it matches a real directory from
      the  sender.   Without   this  option,  the  receiver’s
      symlink  would  be deleted  and  replaced  with a  real
      directory.

      For example, suppose you  transfer a directory foo that
      contains a file file, but foo is a symlink to directory
      bar  on  the  receiver.  Without  --keep-dirlinks,  the
      receiver  deletes  symlink  foo,   recreates  it  as  a
      directory,  and   receives  the   file  into   the  new
      directory.   With --keep-dirlinks,  the receiver  keeps
      the symlink and file ends up in bar.

      One note  of caution:  if you  use --keep-dirlinks, you
      must  trust all  the symlinks  in the  copy!  If  it is
      possible  for an  untrusted  user to  create their  own
      symlink to  any directory,  the user  could then  (on a
      subsequent  copy)  replace  the  symlink  with  a  real
      directory and affect the  content of whatever directory
      the  symlink references.   For backup  copies, you  are
      better off using something like a bind mount instead of
      a symlink to modify your receiving hierarchy.

      See also  --copy-dirlinks for  an analogous  option for
      the sending side.