Battle of Algiers is my favourite, made in 1965 about the French-Algerian conflict, but very appropriate in many ways to some situations around the world today.
Completely different, but I'm surprised no-one's mentioned 'My LIfe as a dog' (Swedish film from the 80's) yet.
Also to be taken into consideration:
Together (Lukas Moodysson, 2000)
Pretty much anything by Kurosawa or Kenji Mizoguchi
Zatoichi (Takeshi Kitano, 2004)
Ossessione (the best filmed version of 'the postman always rings twice')
Anything by Jean Luc Godard
Wages of Fear (Clouzot, 1950's)
Rififi (Jules Dassin, 50's)
M (Fritz Lang, 1931)
The Leopard (Visconti, 60's)