Here's some all-time favorites:

High Noon
Blue (Kieslowski)
Red (Kieslowski)
The Double Life of Veronique (Kieslowski)
Brazil (Terry Gilliam)
Spinal Tap
The Bicycle Thief
City Lights (Chaplin)
Deconstructing Harry (Woody Allen)
Husbands & Wives (Woody Allen)
Blade Runner
The Life of Brian (Python)
Repo Man (Alex Cox)
Requiem for a Dream (Aronofsky)
Dr Strangelove (Kubrick)
Shakespeare in Love
Lost in Translation (Coppola)
Ali: Fear Eats the Soul (Fassbinder)