A couple of films that have been on my mind lately:
Cure by Kiyoshi Kurosawa. Brilliant use of atmosphere to build dread, both through how it uses the settings of each of the murders (it begins as a procedural about murders with the hallmarks of a serial killer, except that each is done by a different person who claims to not remember doing it) and through its deteriorating recurring settings. I discovered it a few years ago I think, and it might be my all time favorite now.
Christ Stopped at Eboli by Francesco Rosi. I saw this one last year when the newly restored and uncut version was released in the US. I'm thinking about it because I'm mad about that version not getting a bluray or streaming release. It's a 4-hour Italian epic about a city doctor who gets sent to some far flung, backwards village by Mussolini's government because he's been hanging out with his communist friends too much. It's a fascinating and very comfy (even if occasionally horrifying) depiction of what life was like at that time, and it gives a very good diagnosis of how bourgeois small-town governments and elites form their self-serving aristocracy that holds the common people in contempt. Unfortunately like I mentioned it's hard to find but if a screening happens near you, I highly recommend dropping everything to see it.