You may have seen some of these already, but here's a few off the top of my head (in no particular order):
Living in Oblivion
3 Women
Shortbus
The entire David Lynch back catalogue
Run Lola Run
L'Appartement (not the shitty Wicker Park remake though )
Lemming
Betty Blue
Hitchcock (esp. Vertigo, Rear Window, Strangers on a Train)
Femme Fatale
All Cronenberg (esp. Dead Ringers, Videodrome, A History of Violence)
The Last Picture Show
And in the horror stakes, I have only a couple, really:
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