Downfall is excellent as is Das Boot (especially the extended edition one). Cross of Iron I enjoyed as well although I think the first two are better films, Stalingrad is another good one. For more recent takes "Letters from Iwo Jima" is a good one for the Japanese view of things.
El Alamein, Italian movie made in 2002 that depicts the life in the desert and the battle from Italian troops perspectives. Despite the historical inaccuracies (tight budget I reckon!) it's a great movie.