I'll exclude a lot of 'famous' movies from my list or it'd just be too damn long, so here's a combination of lesser known gems with some well-known names mixed in:
-Dark City: A good combination of thriller, mystery and sci-fi. It starts off as a bit of a film noir/murder mystery with a twist, then gradually becomes more complex. Do yourself a favor though, and get the Director's Cut. The cinematic version was 'dumbed down' for audiences, and it explains most of the plot in the opening narrative, which is a huge waste.
-El Mariachi: Most of us will know Desperado and Once Upon A Time In America with Antonio Banderas playing the mariachi of doom. This one is the first in the series, before Robert Rodriguez had made a name for himself. With an all-Mexican cast and raw, gritty violence, this is my personal favorite in the Mariachi trilogy.
-Dog Soldiers: A British horror flick that went mostly under the radar. Starring Kevin McKidd (Vorenus from Rome) and Sean Pertwee (one of the most awesome voices in movies), it's about a unit of British soldiers that trek into a huge forest for a training exercise, that soon turns horribly, horribly wrong after they find the blood-spattered remnants of their opposition's base camp.
-[Rec]: Honestly one of the best horror movies of the past decade. Set in Spain, a journalist and her cameraman follow a unit of firefighters to an old apartment building where an old lady is trapped. We see the events that follow through the lens of the cameraman... I recommend keeping a clean set of underwear nearby.
-Watchmen: A superhero flick like no other. Set in the 80s during the Cold War, it presents an alternative reality under the Nixon presidency, a time where 'superhero' vigilantes have risen and fallen. Excellent cinematics, great acting, some very good violence and a naked blue guy with god-like powers... totally worth the running time of almost 3 hours.
-Bubba Ho-Tep: Comedy starring Bruce 'Groovy' Campbell as an old guy claiming he's Elvis - who has cancer in his dick - living in a run-down retirement home, where he teams up with JFK (who turns out to be alive, and black) to stop a mummy from sucking people's souls out through their !@#$%^&s. Sounds silly? Hell yeah! JFK: Now this top line translates into, "Pharoah gobbles donkey goobers," and the bottom line, "Cleopatra does the nasty."