The underwater scenes of the Nautilus from Disney’s 20,000 leagues Under the Sea.
The Frederick March **[rul=http://www.youtube.com/watch?v=GPLigfNQ9g8]Dr. Jekyll and Mr. Hyde
“Ghostbusters” had extremely good effects, all of it stop motion and traditional animation.
I also second “Aliens,” and its predecessor too. Just a terrific combination of monster-making, set and costume design, and clever use of old school camera and lighting work.
Any love for Jean Cocteau out there?
The things he did with camera angles and reverse film were astonishing. Le Sang is pretty bizarre, sort of his answer to Dali and Bunuel’s ‘Un Chien andalou’, but the effects are still remarkable. Come to that, the eye sequence in ‘Un Chien andalou’ is a great example of painstakingly edited special effects.
Then there’s Hitchcock…
The Adventures of Baron Munchausen
Tron
Aliens
The dragon effects in Dragonslayer are widely considered amazing for the time. Some of the other optical effects in the film aren’t so hot, but the dragon itself is brilliantly animated.
The Back To The Future trilogy is also very cleverly achieved, especially Part II.
And The Rocketeer has some great flying scenes, almost as good as Iron Man.
Murnau’s Faust was excellent.
What, no one’s mentioned Blade Runner yet? It was made in 1982, yet it still looks futuristic in 2009. That’s impressive!
That’s what I was going to say.
How about war movies, eg. the attack on Pearl Harbour in Tora! Tora! Tora!
The films are a bit questionable but there are some great effects in horror movies such as Hellraiser, Hellbound, Phantasm2, etc.
They have already been mentioned but The Thing and The Howling both shared the genius of Rob Bottin for special makeup effects. He also worked on the cantena sequence in Star Wars I believe.
I can’t believe no one (including me) has mentioned King Kong yet.
“The Fabulous World of Jules Verne”–a Czech film from 1958. It’s a live action film in black & white that looks like engraved illustrations come to life.
It took a few years to be released in the USA; I saw it then & was blown away. Apparently the DVD release sucks but VHS tapes are available–for a price.
It’s a masterpiece.
I’d like to add the third George Pal film in there as well - War of the Worlds While the heat ray was a little lacking - the sight of the Martian War Machines was very impressive.
OK, this is really cheesy and only slightly before CGI…
RoboCop
As long as you mean the original one, and not one of the pale imitations.
Robocop had some great effects–but I always have a little laugh when the guy falls out of the building and waves his 5-foot long arms around. Seriously, his arms are almost as long as his whole body. You’d think they could’ve made that model a little better, given what they accomplished elsewhere–and it’s only, you know, the climax, but whatever 
.
Just the scenery in The Dark Chrystal already looks amazing with its walking bushes and waving plants.
For those interested, see the documentary (which will utterly destroy some illusions, so beware!)
I came in to mention ***Blade Runner ***and Aliens, but I see I’ve been beaten to the punch already.
Another great movie effects-wise is The Abyss, but since they used computers for some of the key scenes, it doesn’t really fit into the OP.
You aren’t talking about ***Independence Day ***with Will Smith, are you?
If so, I’m not sure how it could qualify as pre-CGI since most of the effects shots were at least partially computer-generated, even if they did also use other more traditional special effects like scale models and such. Agreed that the effects are quite impressive, but it’s still CGI.
I caught a screening of San Francisco on TCM and was astounded by the effects in the earthquake sequence. Just about as good as anything that could be made nowadays, and it was made in 1936!