There are 3 that came out in the last 5 years or so that I really love:
1.The Secret In Their Eyes. An Argentinean crime thriller with a great twist ending. The soccer stadium scene is one of the most amazingly-shot scenes ever.
2.The Lives of Others, A German film set in the Stasi-controlled era in East Germany, with a brilliant performance by Ulrich Muhe, who died shortly after filming.
3. Let The Right One In. Normally I don't like vampire movies, but this Swedish one is more about adolescent alienation and longing for affection. The American remake was not bad but lacked this one's heart.