Recently, Midsommer. I think if you go into it with an open mind (and not get too weirded out by the gore) it asks some really fascinating anthropological and social questions.
By the end of the movie, I was almost entirely on the side of the culture and their behavior made complete sense to me. During the course of the movie I experienced a shift of position and perspective and continues to affect me 4 years later.
All the token others… Pi, Memento, Waking Life, Fight Club, Requiem for a Dream, etc. etc.
I felt like Midsommer was the best interesting film in decades.