Since most of my favorites(favourites) were already mentioned,
Mad Max -(get the original mono version to hear mel gibsons voice not the overdub)
Dawn of the Dead- the helicoptor scene is great, but the blood pressure machine scene makes me look over my shoulder whenever I see one. (did that make sense?)
Monty Python and The Holy Grail- still quoted to this day
Heavy Metal- great soundtrack for its day
The Wall- high concept art film based on a high concept album, will induce flashbacks on people who have not ever done drugs.
Honorable mention for Jacobs Ladder, a must see.
Edit: didn't see brians post.