Come and See - a rare look at WW2 from the Soviet civilian side. It is by far the most horrific war film I've seen and it's not because it's graphic (although it certainly doesn't shy away from anything) but because it feels both raw and real, and like a feverish nightmare.
Kanal - Andrzej Wajda is a director well worth checking out. Quite a number of his films are set during WW2 and all of them chronicle sides of stories rarely told. I've seen two, this one and the more recent Katyn, and they are both very good. Kanal is my favourite of the two. It takes place during the final days of the 1944 Warsaw ghetto uprising, focusing on a group of Polish citizens who have withdrawn to the sewer systems to escape from the German army. Bleak, very intense and a film that really stays with you. Kanal is part of a trilogy, with the other two films being A Generation and Ashes and Diamonds neither of which I've been able to track down.
Ivan's Childhood - Tarkovsky's (Solaris, Stalker) debut film. It's the story of a war orphan who becomes an intelligence scout for the Russian army. It's naturally harrowing stuff, and like Come And See is a mix of the real and the surreal, but being Tarkovsky it's also full of breathtaking visual poetry.
The White Ribbon - A very dark drama, set in a German village leading up to WW1 but it's less about WW1 as it is about the social and psychological origins of WW2 or as Haneke himself puts it "the origin of every type of terrorism, be it of political or religious nature." In typical Haneke fashion it is discomforting and quietly disturbing without being explicitly shocking.
None of these are films you'll wan't to watch if you're looking for a good time but if you're in the mood for something different ala Downfall then give 'em a go.