Personally, The Rocky Horror Picture Show.
I knew it was going to be quite the experience before I went for the first time‡ but it was so much fun I had to keep going back bringing friends each time.
It's still a fun tradition to do though we haven't done it since last year, we're probably going to try and go again in a few weeks.
‡ I had seen it many times before going to see it in theaters for the first time.
Jurassic Park, the original Star Wars trilogy when it was released in theaters again before the prequels, Inception, and the newest Mad Max. There were a few others, but those are the ones I remember.