Simple react app to fetch and display data
Requests could be handled better by first fetching planets and then fetching films, instead of waiting for all data to fetched before render. I would prefer to make a service call to get planets and then fetch films asynchronously after that.
As I mentioned above, I think it's better to get planets and then fetch films asynchronously. 
Since you're looping through all planets and films, I expect it to take long time. In addition, you're waiting for films to be fetched all and then you display planet information. Also, this approach would not be working correct if there was more than one page of films response. 
You can fetch planet and keep a current index value to show current planet information. And you can fetch featured films of that planet after planet info is rendered. To implement a better structured code, you can also use reducers. 


I've implemented two versions, first version is without reducers and second one is with reducers. You can take a look at to get some idea and compare both solutions.

Without reducer: https://codesandbox.io/embed/swapiplanetsfilms-simple-wdtoh

With reducer: https://codesandbox.io/embed/swapiplanetsfilms-reducer-yg44l