Pulp Fiction, Magnolia, The Royal Tenenbaums, High Fidelity, Almost Famous, and Resevoir Dogs all have awesome soundtracks.
Two that haven’t been mentioned are Stealing Beauty and Swingers. Stealing Beauty has everything from Billie Holliday and Nina Simone to Stevie Wonder to The Cocteau Twins and Portishead.
Swingers has some great jazz tracks; I always put it on when I’m revving up for a night out.
O, I am slain.
I’m not going to claim to know the best, because my taste in music has been dubbed dubious at best. But I will tell ya what I like:
Pulp Fiction: Turned all that surf music into a cultural phenomenon; you still hear it in commercials.
Natural Born Killers: Infinite variety, mixed by Trent Reznor complete with disturbing movie dialogue. I love that Patsy Cline’s “Back in Baby’s Arms” is on here.
The Big Lebowski: If not for Townes Van Zandt singing the Stones’ “Dead Flowers,” then certainly for Piero Piccioni’s “Traffic Boom,” which accompanies the porno featuring Bunny Lebowski and the Nihilist.
Swingers: A little schmaltzy, but great to put in for random play goodness.
Velvet Goldmine: Wow. Double Wow. Radiohead, Brian Eno, Lou Reed, Nico.
Amateur and Henry Fool: Hal Hartley is not only a great director, but composes some cruelly haunting score stuff. And I like that on the CD it says “All Rights Reserved All Wrongs Reversed,” which may just be a label slogan but I don’t care. BTW, if someone can clear that up for me, I’d appreciate it.
Saturday Night Fever: Do you really need a reason?
The Lost Boys: It’s also a total package thing, and “Miss Otis Regrets” is a spine tingler.
Pretty in Pink and Some Kind of Wonderful: I listen, and I’m instantly back there, I swear.
And finally, I acknowledge that this may get me the most ridicule:
St. Elmo’s Fire: I love John Parr’s “St Elmo’s Fire (Man in Motion).”
All records released by Matador records say that on the disc, I first noticed it on Pizzicato Five records myself. I agree that it is very cool.
Gracias, grendel72.
Never in my wildest dreams did I think I would read this statement. I see no smileys, so I presume you’re serious? How are you able to single this out from the other ten million songs from 80’s movies that sound exactly like it? Did you like the Mannequin soundtrack? You like Hal Hartley, VU, Nico, AND John Parr? Can we get an anthropologist to examine you? 
Hey, I did put in a disclaimer: “dubious at best.” The heart wants what it wants, you know. And I’m weak, so very weak to the charms of the 80s power rock. And I did like Mannequin, but admit it “Man in Motion” kicks “Nothing’s Gonna Stop Us Now”'s ass.
All anthropologists are welcome to stop by.
And Dooku, nice location tag. Just saw that one again yesterday. Maybe then we could toss in Run Lola Run? 
We may be the only ones laughing right now, but I don’t care.