Which five films would you pick to introduce cinema to an alien?

Considering that the alien had the ability to perceive our spectrum of light and to interpret it as moving images, I'd probably go with black-and white silent era movies.

Black-and-white because it's unlikely they would perceive color as we do, and silent because it's unlikely they would have a verbal language at all, least of all the ability to interpret our language, its idioms and references.

I'd pick movies that didn't require reading the occasional explanations for understanding, too, for obvious reasons.