So many great films, but I love Mishima:A Life in Four Chapters, because of it's unique story telling structure.
I also love Jess Franco's Eugenie De Sade, mainly because of Soledad Miranda, the sexiest screen siren of 20th Century cinema. The movie is perverse, disturbing, immoral, and sexy. Miranda captures that perfectly.
Since this is a music forum, I would have to add Don't Look Back, about Dylan's tour of the UK and also The Last Waltz, about the Band's final concert-great performances from the Band and their guests.[Only Dylan, ironically, underperforms.]