I like most of the stuff that comes up late at night on Film4, and most people don't seem to know about them. Examples: Synecdoche, New York - it was a weird film, but I kind of liked it, and Kung Fu Hustle, which is basically a parody of wuxia while being an awesome wuxia film in its own right.
Also, The Princess Bride. Now, I know that it's a pretty famous, incredibly well received film, and one of my favourites of all time, yet very few people I know have ever even heard of it, let alone seen it.
Oh yeah, and The Life Aquatic (with Steve Zissou (who is a character in the film played by Bill Murray)).
Captcha: make it so. Yeah, make it so, go watch them.