Why doesn't the filename in subdir print out in shell script?

Question

#
data_dir=./all
for sub_dir in "$data_dir"/*
do
  echo "$sub_dir"
  for file_name in "$sub_dir"/*:
  do
    echo "$file_name"
  done
done

This script prints out the 'sub_dir' name, but gives an error on $filename:

no matches found: ./all/movie/*:

I want to iterate through directory, subdirectory and files in it.