"The Cars That Ate Paris". It was an early film for Peter Weir (1976), and some of the execution was lacking, but I enjoyed it because I like odd films. A story based around Paris in Australia which has some novel ideas about cars and the economy of a small town in the middle of nowhere. It has one of the guys from Mad Max in it who piloted a gyrocopter (I think). Probably hard to find given it's age.
Somebody mentioned "Snatch" - "Lock Stock and Two Smoking Barrels" set Guy Ritchie on his way. An "Oceans 11" type of action movie.
If you like odd and British-ey type films, "Twin Towns" is precisely that. It's based in Wales (UK) and is about a very close community who have a pair of seriously twisted brothers who live in a town of no hope, and little help for them to cope with the local community lifestyle.
"Betty Blue" is a classic French film - 1986 featuring Beatrice Dalle. Nominated for an Oscar in its day. It's about a relationship, 9 & 1/2 weeks style possibly.
This one is not entirely foreign for those in the US, but "Pi" has a great soundtrack put together by Clint Mansell who wrote the soundtrack for "Requiem for a Dream". It's about a paranoid mathematician who's a genius but needs other people to help him cope with his life and issues. A very dark and claustrophobic feel, reminiciscent except very much less weird than "Eraserhead".
Finally, "Trainspotting". Another British one, based on the lives of drug addicts and their attempts to put their addiction behind them. It sounds bleak, but it's a comedy and has a good soundtrack.