The movie Brazil.
Currently Brazil ranks as my second-favorite movie of all time, but my first favorite is already plenty popular, so I don't need to endorse it. Brazil comes from Monty Python's Terry Gilliam, and it shows. Essentially it's a funny version of George Orwell's Nineteen Eighty-Four; at least, it's funny if you like black comedy.
Sam Laury, a low-level government grunt, is tasked with figuring out some controversy after a small mistake leads to the wrong man being arrested. As he goes, he finds out just how clogged up and flawed his dystopian government really is. Starring Jonathan Pryce, Robert DiNiro, Kim Greist, and Michael Palin.
Why haven't you heard of it before? Well, the film was a big success in Europe, but it flopped completely in the States. It doesn't get a lot of mention over on this side of the pond. Still, I strongly recommend you rent it.
Just how good is it? Well, my dad rented it a few months ago. Later, since our Blockbuster was going out of business, we decided to buy a copy. Of course, I was going off to college soon afterward, and we couldn't decide who would keep it. We had to buy another copy since neither of us wanted to part with it.
In case you were wondering, my favorite movie is Monty Python and the Holy Grail.