The University of Tennessee at Martin has a list of 150 films with religious or philosophical themes (and short blurbs with their takes on the themes). Elsewhere on that site are discussion questions for assorted films. Helpful list? Did they miss anything?
i'd have to say they missed Donnie Darko! It fits in several categories but probably most comfortably in Free Will/Determinism or Meaning of Life.
Looks pretty good otherwise...