I love Dark City. Dark, creepy.
Next is The Matrix, a more polished, modern, cyberpunk version of Dark City.
Next is The Holy Mountain. Warning: art film. Definitely NOT for everyone
Next is Orlando, post-modern Gothic-in-the-classic-sense film. Also a study in gender roles and costumes. Women's costumes are so over-the-top and ornate that they are prohibitive in movement, which I'm sure many goths can relate to. heh.
And of course