Fight Club and Breakfast Club
I think Drive had a good one too
One of my favs is "Time" at the end of Inception. Gives me goosebumps sometimes. So fucking great.
Lisa Gerrar at the end of Gladiator gives me the chills:
http://www.youtube.com/watch?v=ObGYFInWrU0
(Whoops Goober beat me to it).
"Into the West" from Lord of the Rings
I almost can't listen to it, even though I like it a lot. My brother was a big fan of the movie series and he passed away from cancer a few years ago. Lyrics are pretty poignant now.