As a generic model system of an asymmetric binary fluid mixture, hexadecane dissolved in carbon dioxide is considered, using a coarse-grained bead-spring model for the short polymer, and a simple spherical particle with Lennard-Jones interactions for the carbon dioxide molecules. In previous work, it has been shown that this model reproduces the real phase diagram reasonable well, and also the initial stages of spinodal decomposition in the bulk following a sudden expansion of the system could be studied. Using the parallelized simulation package ESPResSo on a multiprocessor supercomputer, phase separation of thin fluid films confined between parallel walls that are repulsive for both types of molecules are simulated in a rather large system (1356 x 1356 x 67.8 A^3, corresponding to about 3.2 million atoms). Following the sudden system expansion, a complicated interplay between phase separation in the directions perpendicular and parallel to the walls is found: in the early stages the hexadecane molecules accumulate mostly in the center of the slit pore, but as the coarsening of the structure in the parallel direction proceeds, the inhomogeneity in the perpendicular direction gets much reduced. Studying then the structure factors and correlation functions at fixed distances from the wall, the densities are essentially not conserved at these distances, and hence the behavior differs strongly from spinodal decomposition in the bulk. Some of the characteristic lengths show a nonmonotonic variation with time, and simple coarsening described by power-law growth is only observed if the domain sizes are much larger than the film thickness.