That was definitely the one that stood out the most to me. It's always one of the first movies that comes to mind when I'm thinking about color in film.
If you're looking for other films that use color in interesting ways, check out the "Three Colors Trilogy" by Kieslowski.
http://theabyssgazes.blogspot.com/2010/03/teal-and-orange-ho...
Edit: I'm slow, this was linked in the comments below.
I watched "The Fall" recently and this is the first one that came to mind. Highly recommended: http://www.imdb.com/title/tt0460791/