The movie 'Brazil' was written and directed by the rather wonderful Terry Gilliam (of Monty Python fame). It deals with a futuristic nightmare world (a little like a cross between George Orwell's 1984 and Ridley Scott's Blade Runner) with unique and ghastly humour.
It's in my personal top 5 movies of all time, nestled next to the works of the magnificent Coen Brothers and possibly Apocalypse Now.
Terry Gilliam later made The Fisher King, starring the highly bankable Robin Williams, which seemed to me to be a more commercialised remake of the style of Brazil.

Another noteworthy aspect of this uber stylish film is that it has been massively plundered by advertising creatives (see oxymoron).
During the late eighties and early nineties (in Britain at least), I remember seeing at least five different TV commercials that were direct and blatent copies of scenes from this movie.
One example that springs to mind is the brilliant scene where Harry Tuttle (the freedom fighter played by Robert De Niro) is finally killed by the state, being smothered and then absorbed by flying litter (it's hard to describe - just see the movie!), which was ripped off by Barclays, a British bank.

This film is an absolute, cast-iron MUST SEE