Can we start a list? Here's what comes to the top of my head:
-Riding Giants - Excellent (10 stars!) surf documentary by Stacey Peralta. I recommend this to anyone even if you hate surfing.
-The Eiger Sanction - Meh....cheesey 70s movie with Clint Eastwood, but he does spend a lot of it training for a climb of The Eiger.
-First Ascent - I've not seen it yet, but the trailer looks awesome. Its a documentary about free climbing.
Into the Wild - an adaptation of John Krakauer's book about a young kid who just disapeared, hithced across the country, canoed to Mexicao, and spent some alone time in Denali before dying of starvation.
FSTPKR has a homemade docuumentary on his record thru hike of the PCT that isn't bad. You can search it on youtube.
What else - Diliverence, Endless Summer (I couldn't finish it, I thought it was pretty bad), that rock climbing movie with Stalone.