I'm surprised to see so many supporters of The Cell.
Brazil or any other Terry Gilliam film (The Fisher King, 12 Monkeys and Fear and Loathing in Las Vegas)
Leaving Las Vegas
Fight Club
Naked Lunch
Sexy Beast
Natural Born Killers - Director's cut
The Usual Suspects
Alien
Aliens
Alien 3
Lone Wolf and Cub series
Ring
Any John Woo Flick - recommended Hard Boiled, The Killer, Face/Off, Mission Impossible 2
Wings of Hominasie
Deep Cover
Memento
The Replacement Killers
The Limey
Chopper
The Prophecy
The Abyss
Apocalypse Now Redux
Final Fantasy
From the Ministry of pretty much any movie. Special effects or twisty plots help a lot.
Prime Minister Highsteppa