I'm going to drop some foreign gems since I'm sure many are unaware:

Irreversible: French flic, very sick and twisted. Very well done.

http://www.youtube.com/watch?v=OU-ZOHeWLkU

A Prophet: French film about gangsters and jail

http://www.youtube.com/watch?v=wZs2vL2my7o

Carlos: Story of Carlos the Jackal (left wing terrorist)

http://www.youtube.com/watch?v=H3QkM7uyF10

Arn: Scandanavian film about the Knights Templar

http://www.youtube.com/watch?v=H3QkM7uyF10

I also highly recommend the Swedish version of the Girl With the Dragon Tattoo Trilogy:

http://www.youtube.com/watch?v=PzY9_3dDbkg


Most if not all are on Netflix.