The Empire Strikes Back: Irvin Kershner put it best when he said, "It gives you some sense of closure but leaves you wanting to see more."
Planet of the Apes (1968): Obviously
The Sixth Sense: Obviously
Unbreakable: Great use of the mythic Superhero/Supervillain relationship.
Terminator 2: Quite possibily the most emotional ending ever. "I know now why you cry, but that' something I can never do." Thumbs Up!
Back to the Future: "Where we're going, we don't need roads..."
Back to the Future II: "But I'm back! I'm back FROM the future!", "Great Scott!"
Back to the Future III: The flying train! Perfect way to end the series!
Raiders of the Lost Ark: "Top men..."
The Last Crusade: Riding off into the sunset...
Batman Returns: Batsignal, Catwoman, Musical Crescendo!