One day I'm going to watch all 3 LotR movies together, but I've not had time yet.
Not a movie, but I did Twin Peaks once over a weekend. It has dull stretches. Maybe TV series suit marathons better.
I'd quite like a Hellraiser marathon, especially if it included the 6th film which I've not seen yet. But I think it'd just rub in how many ideas got lost along the way - eg what happen to Leviathon?