Check out (Internet Movie Database);

Princess Mononoke <img src="/ubbthreads/images/graemlins/up.gif" alt="" />

Samurai X : Trust and Betrayal <img src="/ubbthreads/images/graemlins/up.gif" alt="" />
[*] 'Trust' and 'Betrayal' were released separately, but get the director's cut with both of them

Samurai X : The motion picture (ok, but not as good as above)

Diskworld: Wyrd Sisters <img src="/ubbthreads/images/graemlins/up.gif" alt="" /> very funny (Terry Pratchett)

Diskworld: Soul Music - good, but slower and not as funny as above, poor menu structure on the DVD

Ghost in the Shell

Final Fantasy: The Spirits Within

Spriggan

Jin Roh

Castle of Cagliostro

Patlabor 1 / Patlabor 2

Armitage III OVA (there was also a movie made by editing the OAV, which cut out half an hour)

Armitage Dual Matrix - the sequel to above

Ushio and Tora (Complete Collection, 10 episodes), quite funny