'The ABC's Of Death' is a film that came out recently. Its 26 short films, one for each letter of the alphabet. It seems pretty cool, but apparently some of the stories are great, and some suck. I still want to see it though, it sounds interesting Wikipedia link that explains each story:[link]
If you want some old cult movies: Repo Man (the one with Emilio Estevez), They Live (I'm here to kick ass and chew bubble gum), The Little Shop Of Horrors, Dr. Phibes (so bad you'll laugh for days) and Phantom Of The Paradise, because of the songs and this guy: [link]
Then, if you want some French ones: Dobermann (slick and violent and cartoonish), La cité des enfants perdus (great nightmare sequences) and Magasin des Suicides (silly little animation in the style of The Addams Family).