The best, more generally:
* Dr. Strangelove
* Natural Born Killers
* Wall Street [the second best Oliver Stone film]
* Eraserhead, Blue Velvet, etc.
* Requiem for a Dream
* Gattaca
* The Truman Show
* Blade Runner [does it need to be said?]
* Artificial Intelligence [this has great moments, although they don't add up at all]
* Dark City
* The Matrix
* X2 [this is one of those films that work because of the soundtrack - turn it off and all the effect is gone]
* The Day The Earth Stood Still
Notice that the above entries are either pure entertainment (as I have defined elsewhere, as the sheer brilliance of combinatory effect), or else actions films that depend on pacing and expansive storytelling. "Gattaca" above (like "2001: A Space Odyssey") represents a category of film that may be called purely "speculative fiction" (as opposed to reflective/"philosophical", like Stanislaw Lem or Umberto Eco), which is the counterpart to Phillip K. Dick, Ray Bradbury and the like. "X2" - despite its basis in some stupid comic book - evokes a "tapestry" of quasi-mythological motifs, and so is probably the counterpart to Merlin-related literature (e.g. by T. A. Barron). Something similar, but at a much larger scale than that would be the fiction of Jack Vance, Tolkien, the "Earthsea" cycle, Gormenghast, Discworld, and the recent retellings of Greek and Indian mythology by Calasso. These remind us again that books > film.
None of what I mentioned above is "art cinema" with its "atmosphere" that I don't think is remotely as significant -- nonetheless some of even that might be worthwhile:
* Dark City above [counts as film noir]
* Garbo Silents, e.g. "Flesh and the Devil"
* "The Godfather" was quite dark and brooding.
* Tim Burton's "Batman" (1989) had quite good art direction, and does not take itself seriously unlike the utterly banal "Dark Knight" drivel.
I just bought:
* Woody Allen - Manhattan
* Woody Allen - Annie Hall
--
Update
: more detailed reviews.
Wall Street (1987) - Like most Oliver Stone films the "message" behind it is shite but hopefully the reader is intelligent enough to realize that Bud Fox is a "pussy" for rejecting insider trading. The most hilarious scene ever is when the dumb blonde played by Daryl Hannah openly and baldly says (in her last scene) that she's a worthless trophy wife and only got up the social ladder by giving handjobs to Gekko et al. - typical wymyn who likes droning, feeble-minded conversation and loves wasting money.
X2 (2003) - This is a bit subjective, and a necessary pre-requisite is reading a lot of fantasy literature. The point to this film is that the story arc despite itself "evokes" various things by giving glimpses into a seemingly coherent world of various sorcerers (mutants) with "powers" that balance each other, motifs that get re-used in the fantasy genre (e.g., Magneto imprisoned in a plastic prison, Merlin imprisoned in a crystal cave). The actual content is derivative - but the point is that it
doesn't
actually paint such a universe, but gives "glimpses" into it. And for this I credit the the soundtrack (by Ottman), which is very skillful and merges with everything that is happening.