If you are into foreign films please look into german director Caroline Link.
She won an Oscar for foreign film with Nowhere in Africa , about the life of german-jewish writer Stefanie Zweig, who emigrated with her parents to Kenya under threat of Nazi Germany.
But my personal all time favorite movie is Beyond Silence about a hearing daughter of deaf parents who goes on and becomes a musician.
I'm german myself and generally consider german cinema an expensive form of torture with the great exception of Caroline Link.
The Man from Earth; low budget sci-fi mostly just people talking in a living room. I like how it plays with expectations about knowledge of history and explores different epistemologies of the supporting characters in their line of questions or how they engage with the core concept.
Not a movie but a limited series, Devs. You won't know what's going on for a while, but damn, I still think about it. Same guy who made Ex Machina and Annihilation. Great sound track.
Probably Arrival. If you knew how your life will play out from start to finish, would you change it knowing you will never experience everything the same from the point that you change it, thus not only avoiding bad/regrettable events, but also your most cherished ones.
It's really worth it. It has a great story, that is based on true events, fantastic actors (John David Washington and Adam Driver) and a great director (Spike Lee).
Magnolia is such an honest depiction of human fallibility. Almost unrivaled in its verisimilitude to modern life (or modern as of it's release date). Incredible movie. Good shout.
'Rambo'
Laugh, if you want, but that flick made me realize how awfully governments treat Veterans.
Non-Military guy here. Saw it in the nineties, must have been 11 or 12 or something like that.
Then 'Philadelphia' was pretty intense and made me realize reality holds more truths, than the narrow minded household I grew up in.
On the surface, it's a bunker zombie movie. But like truly good zombie movies, it's not about the zombies. It's more about humanity's response to existential dread and how groups can fail to cooperate with each other.
The movie's been remade a few times, but imo the original is the most thought provoking.
The Great Happiness Space. Its ostensibly about a male host club in Japan but shows how everyone is looking for, and selling happiness to others. Gals pour money into hosts to get their fake love and some will then turn around and work at soaplands themselves. Depressing really.