My wife has gotten me into a lot of Italian Movies. Such as Cinema Paradisio, Life is Beautiful, Johnny Stecchino, Il Postino, and Profumo di Donna (the orignal version of Scent of a Woman much much better than the US version).
I also loved some others mentioned above.
I'm also a huge fan of Kung-Fu movies and I'll watch pretty much anything from that genre.
I've learned quite a bit of Italian since meeting the wife, so that I don't need to look at the subtitles for those movies as much as I do with others, so I don't miss as much action in the film while reading. I still use the subtitles because it helps me on certain words and I still suck really really bad at verb conjugation.
But there are tons of great films that aren't in English.