It's nigh on impossible to pick just one ... but I'll nominate "Tunes of Glory" as a sentimental favourite.
Others are:
We Were Soldiers
Zulu, Breaker Mourant ("Rule 303!"), Gallipoli, The Wind and The Lion, Beau Geste, and all the Sharpe's Rifles mini-movies
A Bridge Too Far, The Longest Day, Saving Private Ryan, The Devils Brigade, The Dam Busters, Das Boot (in German!)
Band of Brothers (saw that in Kabul, including the night our camp was rocketed)
Go Tell The Spartans, Hamburger Hill, The Boys in Company C (saw that when I was in Charlie Coy!)
The Green Berets (hey - ya gotta love The Duke!)
Flight of The Intruder (and that other one with Danny Glover where Gene Hackman gets shot down), Top Gun, STRIPES!!!
The Fighting Seabees (ditto on The Duke!)
The Great Escape (recently read the motorcycle ride was entirely at Steve McQueen's behest)
Mr. Roberts (another sentimental favourite, but already "taken")
Tora Tora Tora (still say it's better than the more recent "Pearl Harbour")
The Bridges of Toko Ri
and unfortunately I can't remember the name of this obscure one, but it was set in the Korean War - the historian ends up in charge of a position - they get overrun, and ... his knowledge of history saves the day (!)