dog day afternoon
falling down
john carpenter's they live
kill bill vol 1,2

If you haven't seen it yet...do so. http://www.filmsite.org/blow.html

I'll assume you haven't...I think you'll love it.

Includes a scene in a small club...the yardbirds are playing live. :D

That's just about the best movie I've ever seen. I think it was all improvised, which shows you just how good spontaneity can be because its probably got the best selection of quote from any movie I've seen (apart from Anchorman of course). If you have any problems finding it, I've got a copy that I can lend you - although I will need it back of course!

Music orientated ones:

Human Traffic (brilliant movie about drugs, clubbing and dance music)
Walk The Line (if you haven't seen it already)
Almost Famous (not such good acting really, but its the most music-centred feature film I've seen.)
Amadeus (about Mozart and its really good)

Add 24 Hour Party People.
Begins with the punk explosion and centres around Tony Wilson, Factory Records (played by Steve Coogan) brilliiant soundtrack.

^Fantastic Film

Eating Raoul
Scenes From The Class Struggle In Beverly Hills
Faster Pussycat KILL KILL
Ilsa, She-Wolf Of The SS

pulp fiction
requiem for a dream
the usual suspects
nightmare on elm street

Faster Pussycat kill Kill is seconded by me. it's a black and white movie starring killer strippers. (one of the best movies ever)

Snow White: A tale of terror (rated r version of the disney movie)

Colors (it was made in 1988.)

i was just listening to that song

Definetely Jacob's Ladder... amazing
Vertigo
Donnie Darko
Sisters
Eraserhead

I'll try to think of more

Grandma's Boy
Reservoir Dogs
Jackie Brown