+4
While I think that many challenges faced by women can also be faced by either other groups (ie women and racial minorities can face hiring discrimination) or by men (ie men can be victims of objectification or sexual violence), here are some films that I think offer social commentary on issues that are definitely linked to the gender of the main character (though that might not always be the main point of the film):
Lilya 4-Ever
The Naked Kiss
Far from the Madding Crowd
Orlando
Jeanne Dielman
The Fits
Portrait of a Lady on Fire
Osama
Visiting Hours
The Second Mother
Wasp
Revenge
Polytechnique
Mustang
Four Months, Three Weeks, Two Days
While I wouldn't call it "great", the recent horror film Lucky had some interesting things to say about violence toward women and the social response to it.
Separate list for documentaries:
Girl Rising
Domestic Violence
The Invisible War