The Matrix (Bond is great too) (see their philosophical site, including Colin McGinn's article.)
Amélie (hated Jean-Pierre Jeunet Aliens incursion though)
Moulin Rouge
Most of James Cameron (specially the Aliens movie and Titanic)
As Good As It Gets
Memento
Most of Oliver Stone (specially Natural Born Killers)
Almost everything Bruce Willis has lately participated in (with big exceptions like Die Hard, hate that)
Clint Eastwood movies
Luc Besson (5th Element and Big Blue – two connected, perhaps in a sense autobiographical, films)
Mary Poppins
Some Schwarzenegger films (specially True Lies and Last Action Hero)