Platoon, Apocalypse Now and Letters from Iwo Jima. Der Untergang is awesome,too, but I'm not sure if I would clasify it as a war movie.

Last Samurai is one of my favorites, so underrated.

Among American ones the choice is obvious, smth like:
Platoon
Full Metal Jacket
Apocalypse Now
Saving Private Ryan etc., all classics, though I tend to dislike the latter one, still classic. Other hyped movies like Pearl Harbor and Enemy at the Gates are garbage imo.

As for the more obsucre ones, here're couple of Soviet movies that are good:

Hussar Ballad:
http://www.youtube.com/movie?v=hqjgS0hdrEc
A comedy musicial about Patriotic War of 1812, aka Napoleon invasion, hilarious, though a bit old-fashined by modern standards, started the series of jokes about poruchik Rzhevsky.

They Fought for Their Land:
http://www.youtube.com/movie?v=obBpLyIgbww
http://www.youtube.com/watch?v=jWwVex6Y-tg
There're shitload of Soviet WW2 movies, some are good, some are very good, but this one probably the best. War drama set during early stage of Great Patriotic War, aka Hitler invasion, slow paced  and not without patriotic sentiment, which though doesn't spoil it a bit. Movie based on Sholokhov unfinished novel of the same name, shame it was never finished, could have been definitive work of its kind.

As for the Soviet movies about Vietnam... not much, the best I can remember is Coordinates of Death (Tọa độ chết in Vietnamese), overly propagandistic, but at least copters used by Americans to kill civilians are actual Hueys, not the fake Hind (was it Stallion?) in the Rambo 2 :D. Watch it if you hate America:
http://www.youtube.com/watch?v=x64T3vI6RnY

Wow!  Russian films about Vietnam??  Cool!  I mean I would imagine there would be a lot of WW2 movies, but not so much Vietnam.  I mean WW2 was huge for them--the battle of Kursk, Stalingrad, siege of Leningrad, drive towards and fall of Berlin, etc.  But Vietnam, I wouldn't think as much.

What made you watch Russian movies?  Just curious....  I don't only watch Amercian movies because I'm american, I want to see Die Bruchte (WW2 from the German perspective) and I have a huge asian DVD collection from Hong Kong, Japan etc.

The Bridge on the River Kwai
The Dirty Dozen
The Great Escape
Wings
Platoon
Saving Private Ryan
Patton
Inglourious Basterds (Not really a war movie but whatever)
The Hurt Locker
MASH

Film would have to be Black Hawk Down for me, simply brilliant
TV series is easily Band of Brothers

I would give a cheeky mention for Blackadder Goes Forth, brilliantly written comedy about a obviously tough subject to make funny.

Saving Private Ryan
Black Hawk Down
Band Of Brothers

Grave of the Fireflies

Dirty Dozen
Bridge Over River Kwai
Letters from Iwa Jima
and my personal favorite, Saving Private Ryan.

Braveheart
Troy