I have a bunch of favourites and had to mention some spoilers to be able to explain why those movies feel special to me. So, a little spoiler warning first!
Boys Don't Cry - That one from the 90's about Teena Brandon's true story. I think it's a very well made movie with great actors/actresses, and that the lead character was raped but not believed cause of being trans, that was a little too familiar and made me really connect with that character.
The Crying Game - Was the first trans-themed movie I ever saw, and I felt a connection to Dil's character, before I realised I'm trans as well, and I just love that song she sings in it, titled same as the movie.
Romeos - German movie (I saw with subtitles). Lead character who's ftm and kind of mid-transition, is played by an actual trans guy. That he hits off with a cis guy in the movie as well are both two strong reasons why I really like that movie.
Southern Comfort - Docummentary, but still. About Robert Eads' last year or so in life as he's dying from ovarian cancer. I think it was beutifully put together and made me think a lot, about both love and death.
Breakfast on Pluto - About what I only really can assume is a young trans woman, cause it's never said but quite clearly hinted at (well, an amab person, is at least clear), who lives in England and travels to London to try to find their biological mother that gave them up or took off in the lead character's early childhood. I like that it's a very poetic and kinda abstract movie, and that the main character looks more and more feminine/female the further into the movie, like to me it at least symbolises a transition, whether that's the actual intent of it or not.
Hedwig and the Angry Inch - I just really like the lead character's intensity, passion and creativity a lot, and also their inner struggle with who they are. That song "The origin of love" really struck a cord in me too.
I'll also say "Rocky Horror Picture Show" if not else so for the song in the end "don't dream it, be it", and because it was great for its time. The original version from -73, then.