Oh, gosh, don't miss Lawrence. It's not something that breaks up in bits well, but the whole thing is amazing.

(And yes, The Third Man is terrific.)

I've seen a few others of these, and they were all terrific. The 39 Steps, Bridge on the River Kwai, Zulu, Chariots of Fire, The Lady Vanishes... I'd add The Battle of Britain as well, personally.