****Spoilers ahead. Don't read this if you don't want to be spoiled****
Aside from the ones everyone else posted, here's a couple:
On The Beach - Based off the book of the same name, it's set in Southern Australia after the world is ravaged by nuclear explosions. The fallout is washing over Northern Australia and is moving further down. The story accounts the lives of the people knowing full well these are their final moments, and that they will die.
Right At Your Door - This is another nuclear movie. Set in Los Angeles, a dirty bomb is set off and a man tries to get his wife. Unfortunately the cops stop him and he is forced to return home, only hoping his wife wasn't in the blast. He ends up barracading his entire home. Unfortunately for our protagonist, it turns out by barracading his home so well, and unfortunately having left a hole in that let the toxic air in but not out, he in essence irradiated himself beyond repair. Gov't comes in and induces a heart attack on him, as he's too contaminated to be let out. It's kind of stupid, but kind of awesome.
Rampage - Probably the only semi-decent Uwe Boll movie. This is about a kid who goes on a rampage in his town, killing many people. He ends up framing his best friend for the crimes and makes it look like his friend committed suicide. Technically the protagonist lives, the guy on the rampage, but seeing as he's also the antagonist of the film/the most evil, evil has won in the case of this film.
Twelve Monkeys - Movie about time travel. Bruce Willis is a convict sent back in time as part of a deal to earn his freedom. The job is to figure out how to stop a viral outbreak that caused the earth's population to be forced underground to survive. Willis finds the source of the outbreak, but just as he's about to kill the man, he is fatally shot. At the same time, a younger version of him watches his future self die.
Buried - Ryan Reynolds plays a man locked in a coffin, buried six feet under. He manages to get contact to the outside and the cops listen to the man who buried Reynolds to find his location. By the end of the movie, the cops find a coffin...Without Reynolds in it. They realize they'll never be able to get to him in time, and he's last seen screaming as dirt caves in on the coffin, burying Reynolds alive.
Knowing - Nicolas Cage finds a bizarre piece of paper written with random numbers. He find out these correspond to previous and upcoming dates. Cage deciphers these events, but is always too late. By the end of the movie, it turns out a massive solar flare is going to hit the Earth, killing everyone. Cage spends his last minutes with his family, waiting for the end.