There are literally too many to post, but some of my faves:
Saving Private Ryan
Enemy at the Gates (despite the horrible love story)
If you can grab a couple HBO series, Band of Brothers and The Pacific are as intense and perfect as it gets.
The Last Samurai
The Thin Red Line
Cross of Iron (great book as well)
Kingdom of Heaven
Alexander has some awesome war scenes, but is very long and hard to watch at times
We Were Soldiers
Those'll get you started.