I'm currently watching an amazing series of films directed by Krzystof Kieslowski called Dekalog (The Decalogue). Ten masterful one-hour films with story lines that explore the human condition in the context of the Ten Commandments.
I found Dekalog 1 and Dekalog 2 to be very beautiful and profound. They have the depth and make the impact I usually only experience from reading a great book or story.
It's a set of films I will definitely be buying for my personal collection. The whole concept and approach of these films is so thoughtful, artistic, and complex that, after viewing them, they invite (almost demand) a long conversation with a friend over a cup of strong coffee. Definitely theatre for thinkers!