Yes, there are a few. Not many, because Hollywood likes to make crap, but there are a few. Movies that are so, something or other, that you must see them again, and have a copy of the video or DVD so that you can have them on hand in case you get the urge to see it again.
My personal candidates are
C.H.U.D.
Night of the Living Dead
The Blair Witch Project
LOTR
Brazil
Monty Python and the Holy Grail
Life of Brian
Lawrence of Arabia
The Good, the Bad and the Ugly
The Outlaw Josey Wales
The Gods Must Be Crazy
The Ring
Eating Raoul
Scenes from the Class Struggle in Beverly Hills
Eraserhead*
*this is my nomination for the subcategory, movies you have to see at least two or three times in order to understand them. I sprained my cerebral cortex on Brazil the first time I saw it. After icing down my brain, I watched it again, and “got it”.
I’m sure there are others I need to see a few more times, but these top my rather long list. I don’t actually own most of them, but if I get a chance to see them, I go for it.
I’ll second that. It totally surprised me at how popular this movie was/is. I thought I was the only person to have ever watched it until I came here.
And I’ll add, Ron Howards Apollo 13. It still amazes me at how mankind was able to send people to the moon with vacuum tubes and computers the size of rooms, all with less processing power than probably a casio databank watch.
Movies that have multiple layers that require multiple viewings to dig through are the ones that come to mind from the OP. So, almost all movies by:
Paul Verhoeven
Stanley Kubrick
David Lynch
Roberto Rossellini
Anthony Mann
Lars Von Trier
Carl Theodor Dreyer
John Ford
Andrei Tarkovsky
King Vidor
Orson Welles
Alfred Hitchcock
LOTR
Monty Python and the Holy Grail
The Princess Bride
Jackie Brown
Lock Stock & Two Smoking Barrels
Snatch
Bend it Like Beckham
Best in Show
Royal Tenenbaums
Almost Famous
Topsy Turvy
Requiem for a Dream
The Seventh Seal
Citizen Kane (a film you can’t stop watching) Singin’ in the Rain
A Christmas Story
Miracle on 34th Street
Plan 9 from Outer Space
Duck Soup
A Night at the Opera
Horse Feathers
The Fatal Glass of Beer (The first time, you wonder why anyone thought it was funny; the second time, you think is has a few funny bits; the fifth time, you realize it’s one of the most hilarious films ever made) Chicago
Shakespeare in Love
Pulp Fiction
Psycho
She Wore a Yellow Ribbon
City Lights
Modern Times
The General
Miracle of Morgan’s Creek
Bringing Up Baby
Annie Hall
MASH*