Well, I hesitate to recommend this movie, because the first three people I told about this as if it was some kind of clever discovery of mine said "Oh, yeah, loved it, saw it years ago." So maybe everyone else saw this movie a decade ago and I just missed it. But I really enjoyed an older Christopher Nolan (Inception) directed movie called Memento. It stars Guy Pierce (LA Confidential, one of my favorite movies) and Carrie-Anne Moss (Matrix).
The movie is about a man trying to get revenge on his wife's murderer. The only problem is that somehow, from roughly the point in time his wife died, he lost all of his short term memory. So he can never remember things more than a few minutes. He has to trust notes he has written (including tattoos on his body) for clues that he pursues.
The clever part of the movie is that it is shot backwards. Well, I don't mean everyone walks backwards. It is shot in a series of 3-10 minute clips with normal forward action, but then the clips are reassembled in the film in reverse order. The end of each scene is therefore usually the beginning of the previous one (though there is a second thread in black and white that moves through the movie in a slightly different way).
This seems crazy and confusing, until you realize that at any point in the movie, you are in exactly the same place as the protagonist - you know nothing about the past, or even, in the start of the clip, how you got there. Its not a casual movie that you can watch while you are doing something else, it requires some concentration, but it worked well for me. The most incredible thing is that despite the fact you know how it all comes out, the movie is incredibly tense and exciting -- you don't know why it came out that way, and the movie is full of twists and turns.
Postscript: There was a movie last year of completely different style - straight forward plot line, uneven acting, more of an action movie - that had a sortof kindof similar plot. The movie was called Vengence, and it was about a man who was losing his memory and slowly degenerating trying to find his daughter's killer. It is a totally different movie, but cribs some of the Memento plot devices, such as labelled Polaroid pictures as a memory device. It is pretty good, particularly for fans of Asian-style action movies, and is directed by Johnnie To.