Custom Post Type Templates from Plugin Folder?

I’d like to offer my custom post type as a Plugin, so that people can use it without touching their theme folder. But custom post type templates — such as single-movies.php — reside in the theme folder. Is there a way to get WP to check for a single-movies.php in the plugin’s folder? Hooking a function into the Filer Hierarchy?
(http://codex.wordpress.org/Template_Hierarchy#Filter_Hierarchy) Or <?php get_template_directory(); ?