I have a few.
The Shining comes first. I had a dream once where I was in emergency mode and I had to grab a few of my possessions before fleeing, and I remember picking up my copy of The Shining. The movie is an experience and Jack Nicholson is extraordinary in that movie.
Full Metal Jacket, Apocalypse Now, Goodfellas, Taxidriver, Alien, Aliens, The Exorcist, City Lights, The Big Lebowski and One flew over the Cuckoo's nest are some of my other favourites.