I'm sure CITY OF LOST CHILDREN has come up, but what about the WINGS OF DESIRE sequel, FARAWAY, SO CLOSE! (the exclamation point is part of the title, honest)? Neil Jordan's THE END OF THE AFFAIR is shockingly good, too.
I'd like to see, well, a ton of films. But if I had to narrow it down to five that haven't been brought up yet (throwing my hat in for BUCKAROO BANZAI, LOVE AND DEATH, LORD JIM, WOMEN IN LOVE and a GATOR/WHITE LIGHTNING double-bill):
BEYOND THE VALLEY OF THE DOLLS (Fox)
CANDYMAN (Sony)
CARNAL...