I assume you mean anything not American, even if you didn't that's what I'll base my post upon.

I'm quite fond of a few Danish movies. My favorites would be Blinkende Lygter, Gamle mænd i nye bile and Inkasso, but there's other very good movies too. Then there's always Battle Royale, which is Japanese. I haven't really seen much foreign movies.

edit: yeah, that Lola movie is cool.