A few great ones already, Sabotage and Drop.
Nothing will ever beat Thriller, can't even think about how many times I have watched it. I finally fulfilled my dream of visiting the street it was filmed on.
[bigimg]http://sphotos-e.ak.fbcdn.net/hphotos-ak-ash4/389258_10150346675782051_746963287_n.jpg[/bigimg]
[youtube]http://www.youtube.com/watch?v=sOnqjkJTMaA[/youtube]