Here are a few films I recommend based on my personal tastes. This is by no means exhaustive, inclusive, etc. Feel free to make further suggestions in the comments. Disclosure: Asterisks (*) mark films to which I have a connection.
Best of the best:
- Ma vie en rose (A family struggles with a gender-variant child. The best scripted film to date, in my opinion)
- Boys Don't Cry (True story of a trans man murdered in rural Nebraska. The second-best scripted film, in my opinion)
- The Crying Game (An IRA soldier takes a British soldier hostage and later meets his girlfriend. Explores gender, race, nationality, misogyny)
- Paris is Burning (Chronicles 90s New York ball culture. One of the best documentaries.)
Other great choices:
- Different for Girls (Uptight greeting card employee meets former schoolmate in quirky romance)
- Soldier's Girl* (True-life story about a trans showgirl and her US soldier boyfriend, who is murdered)
- Transamerica* (Road movie about a trans woman and her long-lost son)
- Prodigal Sons (Doc on trans woman who returns to her hometown and tries to reconcile with her troubled brother. Theatrical release in March)
- Red Without Blue (doc on identical twins: one transitions, one doesn't)
- XXY (Intersex youth struggles with gender identity)
Other documentaries worth a look:
- Beautiful Boxer (documentary)
- The Cockettes (documentary)
- Middle Sexes: Redefining He and She* (documentary)
- Screaming Queens: The Riot at Compton's Cafeteria (documentary)
- She's A Boy I Knew (documentary)
- Southern Comfort (documentary)
- Still Black: A Portrait of Black Transmen (documentary)
- Transgeneration (documentary)
- Transparent (documentary)
- Wigstock: The Movie (documentary)
- You Don't Know Dick: courageous hearts of transsexual men (documentary)
I linked as many as are available online below.