Some of my favorites for fashion:
In The Mood For Love and 2046 (the clothes are very expressive)
Touch of Evil (each character has a distinct style mirroring his personality)
The Man Who Fell to Earth (Bowie pulls off some absurd outfits)
Sweet and Lowdown
The Quiet American
Numerous films by Bertolucci, Scorcese, Tarantino, Godard, Kubrick, Lumet, Rohmer, Melville, the Polish brothers, the Coen brothers, Polanski, Lynch, Hitchcock...and LOADS of films from the mid 30s to the early 60s...
Also a movie which is sort of about clothing and it's obsessive acquisition, Tony Takitani