Here are some of my favorites. I'm an older guy so the films may be a bit dated.

The Longest Day - the quintessential D-Day movie starring everyone that was anyone.

The Devil's Brigade - a film that, in this era of tension between Canada and the USA, shows how we used to stand, fight, and die with each other.

Sink The Bismarck - thrilling sea story about the hunt for the famous Kriegsmarine battleship by the Royal Navy. Only issue is that it characterizes the German Admiral, Gunter Lutjens, as a fervent Nazi. He was actually one of the few officers that didn't give Hitler the Nazi salute.

Enemy at the Gates - about Vasili Zaitsev, one of the Soviet Union's top snipers who participated in the battle of Stalingrad. While the romance plot is one hundred percent tacked on unnecessarily, it truly captures the brutality and ruin of urban combat. Also has Ron Pearlman, so goddamn brilliance right there.