Yeah that one was great. Lots of funny smart assed dialogue in the beginning and a ton of tension that builds up over the course of the film until the ending. I think its one of his best..
Bottle Rocket by Wes Anderson is one that I also have in mind. Really liked the chemistry between the two brothers Luke and Owen Wilson on that one and some of the music cues are also really cool.
Shadows by Cassevettes too, not sure if anyone mentioned that one.