And they say there's nothing interesting in the WikiLeaks cables:

Cuba banned Michael Moore's 2007 documentary, Sicko, because it painted such a "mythically" favourable picture of Cuba's healthcare system that the authorities feared it could lead to a "popular backlash", according to US diplomats in Havana. The revelation, contained in a confidential US embassy cable released by WikiLeaks, is surprising, given that the film attempted to discredit the US healthcare system by highlighting what it claimed was the excellence of the Cuban system. But the memo reveals that when the film was shown to a group of Cuban doctors, some became so "disturbed at the blatant misrepresentation of healthcare in Cuba that they left the room". Castro's government apparently went on to ban the film because, the leaked cable claims, it "knows the film is a myth and does not want to risk a popular backlash by showing to Cubans facilities that are clearly not available to the vast majority of them."

The memo is reproduced here.

Update: Michael Moore says the cable is B.S.:

There's only one problem—'Sicko' had just been playing in Cuban theaters. Then the entire nation of Cuba was shown the film on national television on April 25, 2008! The Cubans embraced the film so much so it became one of those rare American movies that received a theatrical distribution in Cuba. I personally ensured that a 35mm print got to the Film Institute in Havana. Screenings of 'Sicko' were set up in towns all across the country. In Havana, 'Sicko' screened at the famed Yara Theater.

Bonus update: I may have found the origins of the error. The dissident Cuban doctor Darsi Ferrer Ramírez wrote an editorial in 2007 predicting that the government would censor the film. Some writers outside Cuba misread this as a statement that the film had been banned. I suspect that the author of the cable then heard that version of the story and passed it along.