My all time favourite film has already been mentioned: Double Indemnity.
I also love It Should Happen to Me, It Always Rains on Sundays, Asphalt Jungle, Niagara, Philadelphia Story, Waterloo Bridge, Woman in a Dressing Gown, Dead of Night, Seance on a Wet Afternoon, Passport to Pimlico, Green for Danger, Canterbury Tales, Kind Hearts and Coronets, Strangers on a Train, Little Foxes, the Magnet, All about Eve, original Invasion of the Body Snatchers (and those Communist scare-type films generally), Rebecca, Lifeboat ... so many....