Toss up between Saving Private Ryan and Windtalkers. If you have seen niether then you are missing out. Also watch Enemy at the gates, one of the best sniper movies ever!
Stalag 17. It was about a German concentration camp. It was what Hogan's Heroes is derived from. Made in the late 50's, it's a black and white film, but it's also really good. You can probably find it at a library.
I also agree with Milos. Schindler's List is an amazing film.
@ Stormchaser: Do you mean any film set during WW2 or films about the conflict itself.
Well I'd say Cross of Iron or the Thin Red Line, as I'd personally class Holocaust based films in a different category, however Schindler's List is an excellent film. Being half Greek it is pretty much sacrilege not to mention 'The Guns of Navarone'.
I do not like any of them. Seeing how Hollywood distorts the truth, pumps up action for the sake of sane facts, inflate the antagonist (Like all Nazi were bad...), supersize the protagonist (they somehow manage to alwayswin 20 to 1), cheesy dialogue, it just infuriates me. I major in history and they all make my blood boil. Even if all the special effects were great, acting was star-grade, I still don't buy them.
I would rather watch documentries, currently watching one on the German Army.