Sixth Sense
The Others
Usual Suspects
The Crying Game
These movies, imho, are ones that should be watched more than once to be completely enjoyed.  The second viewing being the "in the know" viewing.
ETA:
What Alex said.  
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					Originally Posted by  Alex
					 
				 
				Just a crude example would be The Sixth Sense where everything made perfect sense watching it the first time, but on later viewings a lot of missed things of significance became apparent. 
			
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