This one has always been a favorite: Let's Get Lost - %27s_Get_Lost_%28film%29
Tragic film about Chet Baker, part of the West Coast Cool Jazz scene. I could write so much, but it actually depresses me. I remember when I went to Amsterdam 15 years ago and I was walking past this hotel and my wife noticed a plaque on the wall. That was where Chet Baker fell to his death. That really affected me...
Anyway, if you can find it, watch it.