I had a list cobbled together a few days ago, and never got round to posting it, but here it is. As always, malleable and changeable with mood.
In chronological order then:
Monty Python's Life of Brian (1979, Terry Jones)
Filming Othello (1979, Orson Welles)
All That Jazz (1980, Bob Fosse)
Brazil (1985, Terry Gilliam)
Ran (1985, Akira Kurosawa)
Goodfellas (1990, Martin Scorsese)
Prospero's Books (1991, Peter Greenaway)
In the Mood for Love (2000, Wong Kar-Wai)
Yi Yi (A One and a Two) (2000, Edward Yang)
Mulholland Drive (2001, David Lynch)
Others I love: Blue Velvet, Hana-bi, Fanny and Alexander, King of Comedy, Trainspotting, Crash, The Fly, The Cook, the Thief, His Wife and Her Lover, The Baby of Macon, Monty Python's Meaning of Life, Jude, End of Evangelion, Pom Poko, Porco Rosso, Ghost in the Shell, Delicatessen, City of Lost Children, Battle Royale, Boogie Nights, Gattaca, and on and on.