I'd second: Tron Legacy, Bladerunner, Good Morning Vietnam, 1492, Pulp Fiction and Reservoir Dogs (and generally soundtracks to Tarantino's films)
Also:
- 2046 (and generally soundtracks to Wong Kar Wei's films)
- Frida
- Miles Davis: L'Ascenseur (the band improvised whilst watching the film, which featured Miles's girlfriend at the time)
- Tous Les Matins du Monde (beautiful old cello music by Marin & St Colombe)
- Lost in Translation
- Lola Rennt / Run Lola Run
- Bueno Vista Social Club (don't bother with the high res version though, as it's worse!)
- O Brother, Where Art Thou?
- Swingers
- A Clockwork Orange (it heavily influenced Depeche Mode & the Synth Pop scene of the 80s)
- The Beatles & Elvis films, but that's cheating
- Passion (Peter Gabriel's soundtrack to Last Temptation of Christ)
Also I like the Wes Anderson & Woody Allen soundtracks, music by John Barry and some of Morricone's.