I concur with the Kieslovsky suggestions.
'Goodbye Lenin' is a recent german film making a bit of fun at the way of life in the old Deutsche Demokratische Republik. Excellent Film by Wolfgang Pertersen.
Lola Rennt is another great german film.
'And your mother too' (Y tu mamá también) is probably the best mexican movie in quite some time and a great watch too.
And of course, Tarkovski, though definetly not for everyone. My favourites from him are 'Solaris' (which was remade in Hollywood a couple of years ago...surprisignly the remake doesn't suck but the original is still much better) and 'Andrei Ruvliev', one of the boldest, strangest and best (if not the best) works of film ever created.