Anything with Busby Berkeley's demented kaleidoscope choreography in. There's nothing quite like watching technicolor bikini-clad chorus girls cavorting with giant bendy bananas whilst Carmen Miranda sings The Lady With The Tutti Frutti Hat.
I like all musicals especially 1930's and 1940's.
Although i think my favourite is not from these eras but the 1960's it is the French "The Young Girls of Rochefort"
Singing in the rain
High Society
Chitty Chitty Bang Bang
Rocky Horror Picture Show
Xanadu
White Christmas
Grease
and don't know if it counts but what the hell
Absolutley love it. I find it quite underated. Most people i know fuss over Mamma Mia or Greese. But Chicago is truly unique with such a fantastic cast. Renee and Catherine are truly maginificant. That was an oscar truly deserved.
Chicago
Evita
Mama Mia
Sound Of Music
Wizard of Oz
In Bed With Madonna (does that count?)
This Is It (stretching the musical thing I know, and I'm not an real MJ fan, however I was totally captivated)