co sign on that city of god
subtitles the whole way but the movie is so intrigueing you won't even notice your reading the whole time..
also to name a few others ( non comedy )
salton sea ( val kilmer )
donnie darko ( makes you think, leads to great discussions afterwards )
SLC punk ( great movie about the punk culture, and not a doc but a movie, not what you'd expect )
true romance ( mainly every1 seen this by now but if you aint seen it pick it up, the christopher walken scene is classic )
man on fire
iceman interviews ( not a movie but a doc about a mafia hitman, dude is fuckin nuts, real crazy watch )
thats all I can think of off the top of my head