Some suggestions of my own in no particular order.

I guess it's on me to advertise Hungarian films, so:

• Kontroll (2003) is a film mixing a lot of genres (from action to mystery, teen horror to comedy, social realism to gothic), and its anti-heroes are ticket controllers on a nameless Central European subway system.
  
• A tanú = The Witness (1969) is a grotesque comedy about a simple man 's 'adventures' in the Stalinist propaganda machine of the fities, a very good film (IMDB rating 9.1) that didn't got fame as it was banned for a decade.
  
• Az ötödik pecsét = The Fifth Seal (1976) follows five men during the last days of WWII, who first talk about morals and power while hiding in a cellar, then have to make cruel choices in practice when the local fascists seize them. (I don'zt expect many copies of this underrated masterpiece in the USA, though.)
  
• Mephisto (1981) you are much more likely to find this one in the USA, it even got the Oscar. It is about an actor in twenties-to-forties Germany who makes a Faustian deal with the new rulers (e.g. the Nazis) for art's sake.
  
• Taking Sides (2001), similar theme by the same director: it is about famous conductor Furtwängler (played by Stellan Skarsgård) being netted by the post-WWII de-Nazification campaign (personified by a US officer played by Harvey Keitel).

Next some additional French films:

• Les Aventuriers = The Adventurers (1967) tells the story of three bohemian friends who find a treasure, and then get in trouble. Very powerful, good acting.
  
• L'Emmerdeur is the superior original of Buddy, Buddy (there were many US remakes of superior French originals), about a professional assassin get in trouble with a suicidal hotewl room neighbour.
  
• Nikita (1990) and Léon/The Professional (1994) are two dark action films by French cult director Luc Besson, about a drug addict killer forced to become secret service assassin and a mafia killer adopting a girl orphaned by corrupt DIA agents in NY, respectively. Make sure that you get the original ("directors' cut") version of the latter, which was found too scandalous for US general release.
  
• Taxi (1998) was the first in a wave of dozens of cheap action-comedies scriped by the same Luc Besson, and the only one not crappy. It follows the exploits of a tuned-up taxi driver ignoring all laws and a stupid policeman whom he has to help catch some bank robbers.

Do you know Ang Lee? His newer stuff made in the USA is not bad, but watch Yin shi nan nu = Eat Drink Man Woman (1994)! A heartwarming story about a widowed cook and his three marriage-age girls.

• Bin-jip/3-Iron is a South Korean movie about an odd couple breaking into empty houses to live in them, with an unexpected twist at half. Second best film of 2004 IMO.

• Dare mo shiranai = Nobody Knows (2004) is a shattering and shatteringly well-acted movie about four children abandoned by their mother and trying to live on on their own, based on a true story. Best film of 2004 IMO.

The films you may know as "Clint Eastwood Westerns" are known as Sergio Leone Westerns in Europe, for their director. He is also the man who could have made The Godfather even better than Scorsese -- in fact it was offered to him, but he refused as he was already working on the script of his final masterpiece, Once Upon a Time in America, also a mafia saga (starring Robert de Niro). Make sure that you get the original cut, which is almost four hours long(!), because the US release (cut down to 139 minutes and scenes re-ordered) lost so much it doesn't even make sense.

* De Vliegende Hollander = The Flying Dutchman (1995) is a unique Dutch film playing in the dark era of the Dutch civil war. It follows the odyssey of a mentally deficient man in search for his ship captain father, but I think the story takes second place behind the imagery.

I could go on all night, but I'll stop here.

_{*Lunatic*, n.
One whose delusions are out of fashion.}