My recommendation would be Dancer in the Dark by Lars von Trier. One of those Dogma efforts, tho he broke some of the rules. Incredibly powerful. and it's in English for those of you who don't like to read your movies.
also if your into the Dogma thing, the Celebration is quite good. I think that one is in Danish or German
I enjoyed the more recent "The King is Alive"... I think it's a much more artistic use of the Dogme rules, whereas I think most Dogme films are simply excuses to be lazy - Don't like them much as far as they go, but I appreciate the initial intent and the changes they made to cinema as a whole, even though I like almost none of the Dogme films.