So many good movie recommendations in this thread. Here are a couple that have yet to be mentioned, though. They're cult films, so not that surprising, I guess.
Velvet Goldmine is a film about David Bowie, except not really. It has awesome music and superb acting and everyone on the planet should see it cause it's so awesome. Also, kind of weird.
The Naked Civil Servant is a film about Quentin Crisp, starring John Hurt, and is amazing. Couldn't find a trailer for it. Did, however, find one for the sequel (which was made decades after the first one), An Englishman In New York, also starring John Hurt: