Though nothing even close to the impact of books, a few films have really made me think. 'Lost in Translation' stuck with me a long time. It made me think about the transitive state of loneliness and how certain things just aren't meant to be, no matter how right they feel in a vacuum. Nothing is without circumstances.
'Rashomon' forced me to think about the nature of truth and how impossible it is to really know. Sometimes truth is nothing more than which story you decide to believe.
'Grave of the Fireflies' totally destroyed the glorified image of war for me that kids in the U.S. are inundated with. Necessity is a different question, but there should be no celebration in anything where children are dying.
'Serial Experiments Lain' takes the cake for me, though. Probably the deepest piece of visual media I've ever come across.