There is a newer movie that I really liked and think will eventually become cult hit called Running Scared. It has the douchebag from the Fast and Furious as the star, but somehow it is a really awesome movie.
I also agree with the aformentioned:
They Live
Boondock Saints
Big Lebowski
I'll toss in:
Remo Williams (The Adventure Begins)
Riki-Oh: The Story of Ricky







