Sunset Boulevard, because it captures many facets of people's natures perfectly on a grim setting, and leaves you thinking how close limit is between madness and sanity, ambition and corruption; has wonderful performances (beyong my long time crush with William Holden), and the photography, the costumes, etc, work to enhance the claustrophobic atmosphere, while not being over the top either.
Others by Billy Wilder:
Sabrina, Some like it hot, Double Indemnity
Gone with the wind: The Civil War setting is very well done, the historical details are very accurate and the story and performances are flawless.
A streetcar named Desire: Marlon Brando and Vivian Leigh-should I say more? Outstanding acting and lots of chemistry onscreen on a very well written play.
The ladykillers-Lovely dark humor comedy
I Vitelloni-I have no idea what's the translation of this comedy/drama of the 1950s of Fellini about a small town group of friends who do nothing with their lives (therefore the title which would be something like The Lazy ones) and become disapointed with the life outside their city. It's bitersweet and portraits very well life in Italy's small cities.
Other italian: Il Sorpasso, by Dino Risi
Then, I love pretty much anything by James Cagney or Bette Davis