There's a couple of recommendation threads, but I can't find them atm. So I'll just post a few here.
For horror, look at Dario Argenta, Mario Bava and Terence Fisher. Look at Hammer films from the mid 50's through to the early 70's. Check out films made by Amicus Productions, too. I like Tod Slaughter films, so see if you can find any of those. Beware! While I think they're great, there's more than a hint of pantomime to them.
I took the following post from GP's Hammer Films thread.
The Curse of Frankenstein
The Plague Of The Zombies
The Hands Of The Ripper
Dr Jekyll & Sister Hyde
Dracula (1958)
The Brides Of Dracula
Twins Of Evil
Countess Dracula
The Vampire Lovers
Lust For A Vampire
From Beyond The Grave
Dracula Has Risen From The Grave
The Satanic Rites Of Dracula
The Horror Of Frankenstein (this is just for Kate O'Mara, really. I wouldn't recommend it otherwise)
The Maniac
Straight On Till Morning
The Nanny
The Witches
To The Devil A Daughter
The Hound Of The Baskervilles
The Man Who Could Cheat Death
Vampire Circus
Kiss of The Vampire
I'd also recommend taking an interest in Amicus Productions (especially if you like the portmanteau films) and other British horror from between the late 50's and early/mid 70's.
The Wicker Man
The Blood On Satan's Claw
The Witchfinder General
Dr. Terror's House Of Horror
The House That Dripped Blood
Death Line
The Vault Of Horror
Horror Express
The Tomb Of Ligeia (ok, this is Roger Corman, but he shot it all over here)
The Theatre Of Blood
Asian
Battle Royale
Bio Zombie
Wild Zero
Junk
Memories Of Murder
Eat, Drink, Man, Woman
Infernal Affairs
A Better Tomorrow & A Better Tomorrow II
The Killer
Hard Boiled
Tora! Tora! Tora! (OK, so it's not completely foreign language, but I love it)
Lady Snowblood/Lady Snowblood II
Sonatine
Raise The Red Lantern
French
The Horseman On The Roof
La reine Margot
The Double Life Of Veronique
The Three Colours Trilogy
Girl On The Bridge
Elisa
Noce Blanche
Jean de Florette/Manon des Source
Le Bossu
Betty Blue
Subway
Nikita
Les Diabolique
Mesrine: Killer Instinct and Mesrine: Public Enemy Number One
Rififi
The Brotherhood Of The Wolf (I didn't care for it, but a lot of people do)
Delicatessen
The 400 Blows
Jules et Jim
La Grande Bouffe
Un Homme et Une Femme
Ridicule
Joyeux Noël
British
Went The Day Well
Things To Come
10 Rillington Place
The League Of Gentlemen
Late Night Shopping
Blithe Spirit
The Krays
Bright Young Things
Brief Encounter
Kes
Saturday Night And Sunday Morning
Carve Her Name With Pride
The Collector (1965)
Village of The Damned
The Cruel Sea
In Which We Serve
The Battle Of Britain
The Dambusters
Don't Open Till Christmas
Dog Soldiers
Kind Hearts And Coronets
Withnail And I
Get Carter (1971)
Culloden
The Long Good Friday (can't believe it's taken me that long to get to this film.)
This Is England
Dead Man's Shoes
Zulu
A few more foreign language films
Danger Diabolik
Man Bites Dog
Babette's Feast
The silent, but great The Cabinet Of Dr. Caligari.
A couple of British comedies that I've not seen, but I know a few people liked. You might like the Carry On... films as well.
Death At A Funera (2007)l
Keeping Mum
OK, that was more than the 'few' I was thinking of posting. Sorry, I got on a roll.