The Beyond.....totaly gory and bloody. If you like Lucio Fulci's other films, you will definitely love this one.
Killing Zoe.....Roger Avarey's (Co-creator of Pulp Fiction) first film.
Creepshow.....Directed by George Romero and written by Stephen King......waht's not to love?
Donnie Darko......I love it
Henry: Portrait of a serial killer.............isn't the title enough to know it rules?
El Mariachi........Robert Rodrigues's first guerilla film (And I cannot express the word guerilla enough!!!) made for only $7,000.00! El Mariachi is also the prequil to Desperado and Once upon a time in Mexico. If you're interested in independent filmmaking, the DVD commentary by Rodriguez tells you how to make a movie for less than $10,000.00 as well as "The Robert Rodrigues Film School" featurette.
Anniversary Party, Dirty Pretty Things, The Station Agent, In America, Barbarian Invasions and two that i think will be on that list but i haven't seen yet are Coffee and Cigarettes (trailer at www.budweiser.com/1) and Garden State. They're both virtually unknown but look really good.