I can think of a few off hand, that is, films I enjoyed more than the novel they were adapted from.

The Third Man. I'm a Graham Greene fan but the movie was so good that his short novel had a hard time living up to it though it was also quite good. Reportedly Greene wrote it with the screenplay in mind.

Our Man in Havana. Also Greene. Good book but very funny Movie.

I like the film L.A. Confidential far more than the book, which I read afterward.

Lolita, but I like both the book and the movie a lot.