My all-time favorite could be:
*Death in Venice (Visconti) ---Utterly and totally gorgeous. Actually, most Visconti movies are visual feasts through and through. (photos from Death in V, Gattopardo, and Ludwig; dont even beGIN to do justice though...
)
I also love:
*Mahler (Ken Russell) turn of the century meets 1974. Yum!
*Pretty Baby (Louis Malle) ---inspired me to go around wearing white dresses with black or stripey tights for a while!
also from Louis Malle, *Zazie dans le Metro (photos from both)
*La Reine Margot (Patrice Chereau) ---sumptuous. Adjani=my favorite actress in the world.
*La Belle et la Bete (Jean Cocteau)--photo. All sorts of avant-garde romanticism going on, still looks new today.
And of course:
Cabaret and The Great Gatsby and Frida and Sleepy Hollow, as have been mentioned, and My Fair Lady!!!. Adjani's dresses in Adolphe were gorgeous and Cameron's wardrobe in The Invisible Circus was charmingly hippy (and specially me). And there's a special place in my heart for Desperately Seeking Susan in the 80's category...