Sensory detail

A movie or TV show is limited to visual and auditory cues. A book, on the other hand, is capable of describing the whole suite of human sensory experience.

You can described the smell of popcorn in the circus air, or the warmth of a downy blanket on a cold night, or the pins-and-needles prickling of moving a limb that's gone to sleep. A movie can try and evoke these details through sounds and pictures, but the sensory experience will never be as well-rounded as a well described book can be.

Supplementary Structure

A movie starts at the beginning, and continues linearly until the end. Superficially a book does the same thing, but an author has tools that a movie director has not. Specifically, chapters. (TV shows can be considered to have chapters too, but their form is much more limited than book chapters due to timing constraints)

Chapters give a book structure that the reader can see ahead of time. Movies have scenes, but chapters are a much more versatile tool. You can have multiple chapters in a single scene, using the chapter breaks to indicate changes in tone. You can have multiple scenes in the same chapter, using the chapter to connect the scenes thematically. You can title chapters, setting the mood, providing foreshadowing, and thematic connections.

You can add date and time location. Admittedly, movies sometimes do so as well, but because film is not a format meant to be read they need to be extremely short, and tend to lack character. In contrast, one of the books I read recently (That Ain't Witchcraft by Seanan McGuire) had locations tags such as

In a lake, injured, sinking, because that’s a great way to spend an afternoon

Which is not something that will fit well on a movie screen in the middle of a dramatic moment.

Chapters can also have epigraphs - phrases and quotes placed at the beginning of the chapter that can pretty much anything from setting the tone of the chapter to adding extra worldbuilding details. Ender's Game even included a second, hidden story that was impossible to tell from the perspective of the main character.

Books can also use footnotes to add details and stories in a non-linear fashion.

Additionally, books can be paused and flipped through at the reader's leisure. This might seem unimportant, but it can be a very useful tool. In A Night of Blacker Darkness by Dan Wells, there is a brilliant scene often referred to as the "facts discussion", because all of the details being discussed are summarized in a series of "facts", which are then referred to by number. It becomes very difficult to follow if you don't have the ability to look back a page and remind yourself what any given fact is referring to.

Similarly, complicated and tricky prophecies are a staple of fantasy, but when the meaning of the prophecy hinges on its exact wording it becomes much more accessible when the reader can turn back to page 137 and reread exactly what the prophecy said.

When a movie wants to repeat a scene, this time with new information, they have to show that scene again. A book only has to provide the critical information, since a reader can go back and reread the full scene at their leisure.

(One note about this, by the way - while the ability for a reader to access the parts of the book they've already read non-linearly is powerful, the popularity of audiobooks, which are greatly hindered in this regard, means that it should be used only with great consideration.)

You can do tricks with the medium itself

The book Ella Minnow Pea, by Mark Dunn, is an epistolary (that is, told through letters written by the characters) novel, which tells the story of a small island where the authorities start to ban the use of specific letters of the alphabet. Which then are no longer used in the messages which are telling the story.

It is a book that could not possibly every be made into a movie, because so much of what it is depends on the written medium.

Similarly, the Thursday Next novels by Jaspar Fforde abuse the written form for glorious effect. Characters communicate using "footnoterphones" which send messages in the footnotes, there's a mispeling vyrus whch doos efec te txt ov te noovol, and a specific event is described as such:

The trip back downriver was uneventful and over in only twelve words.

(For more examples, I cautiously link to the TvTropes page for Painting the Medium/Literature

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