The Three Colors Trilogy, Krzystof Kieslowski
Three films, Blue, White, and Red, for the colors of the French flag, each movie's theme coming from the motto of the French republic.
Blue: Liberty, from the past, identity, and relations with other people
White: Equality, regaining humanity, leveling the playing field (hard to explain this one, just see it)
Red: Fraternity, less strict with the theme, I thought, about connections and general compassion
The films are not directly connected, although there are cameos, and they compliment each other in a subtle way. I think go from weakest to strongest in the order I listed them, which is the order they were made in.
The first and last are in French, the second is mostly in Polish. Recommend, especially Red.
Shoot The Piano Player, Truffaut
A wild movie, Truffaut used most of his toolbox on this. A man who plays piano in a dive bar has his life interrupted by criminal hijinks, and a revealed past. Very stylish, all over the place, absurd. Just watch it.