Well I'll mention a bunch that have been mentioned.
All Quiet on the Western Front
Laurence of Arabia (Vast, vast spaces and long, long camera takes. They don't make films like this anymore. More is the pity.)
The Big Red One (Lee Marvin and Luke Skywalker. Lee Marvin should be enough to make you watch this masterpiece)
Das Boat (Just brilliant this one)
Hell in the Pacific (Lee Marvin and Toshiro Mifune in a tight two hander)
The Thin Red Line
M.A.S.H. (You really should see all of Altmans films anyway)
Apocalypse Now (Don't see the Redux version first)
Platoon (Must see, I'd say)
The Odd Angry Shot (An Australian view of Vietnam, if you can find it see it.)
and a couple about wartime not exactly the wars
The Good The Bad and The Ugly (American Civil War)
and
Casablanca (WW2)