Saving Private Ryan,
Schindler's List,
Downfall,
Forrest Gump,
We were Soldiers,
All Quiet on The Western Front,
And The Violins Stopped Playing
The Great Escape,
The Pianist
I know it's not strictly a war movie but Children Of Men has one of the best war sequences in any movie I've ever seen. It's a long Private Ryan-style scene but I think it's better.