Full Metal Jacket and We Were Soldiers were great Vietnam movies, showing the reality of war, along with Saving Private Ryan.
The Matrix was great also, for what Tjrage said (too lazy to type)
Grave of the Fireflies for how Japanese civilians went through in the war.
Ghost World becuase it makes me feel like there are people out there like me.
Terminator 2 becuase it shows the destructive nature of humans.
And Jin-Roh cuz I like to see people get shredded up by machine gun fire. Muhahaha

(C'mon, you gotta get that out once in a while!)