Another vote for Saving Private Ryan, particularly the landings and Mellish's death. For me the latter is Spielberg's most affecting commentary on the Jewish experience in World War 2, by virtue of being such an intimate statement that helplessness can be the unverse's reward for standing up to something, or someone, bigger than you. The German's "Shhh..." gives me the chills whenever I think of it.
The Mist is another great choice, as is The Fountain, for entirely different reasons and evoking diametrically opposite feelings.
A weird one for me is that strange Peter Weller film, The New Age. I'm not even sure I could tell you why, not having seen it for over a decade, but clearly something about it must have struck a chord since it's a film my brain irrationally reminds me of on a regular basis.