If you don't mind subtitles, or can speak/understand Spanish, Pan's Labyrinth. Favorite film ever. Really deep, disturbing, and sad, yet at the same time, uplifting and hopeful.
If subtitles aren't your thing, The Fall and The Cell are really good ones too. Both by the same director.
The Cell is more story driven I'd say, and one of the most truly horrifying/disturbing films I've ever seen due to its content matter (and it still remains so tastefully done). The Fall is a bit more whimsical, but at the same time, depressing as all hell. I'd recommend both.
So there you go. Probably my three favorite movies. Hope you enjoy.