I read this whole thread with great interest as I'm a cinematographer by trade, photographer by hobby. Many great mentions so far, and I'll add/repeat my own, but a few of the mentions have reminded me of stories worth sharing...
Manhattan (dir. Woody Allen, cin. Gordon Willis) features a scene that finds Woody Allen's character pacing back and forth. When the shot was set up, Gordon informed Woody that he was walking out of the frame on one end of his pacing. Woody explained that that's okay, he can just pan the camera to keep him in the shot. Gordon's response was that Woody could restrict his pacing to Gordon's frame or walk out of it; he didn't much care which, but that was the frame and he wasn't changing it. He didn't. Willis is famously curmudgeonly, which many say contributes to the strength of his work. When he won a lifetime achievement Oscar, a story was told of his working with an actress who consistently missed her mark, a problem both for the composition and his intricate lighting. He asked the producers to procure a stack of $100 bills, to be granted to her each time she successfully hit her mark.
Raiders of the Lost Ark (dir. Steven Spielberg, cin. Douglas Slocombe) was Spielberg's first time working with Slocombe. At lunch on the first day, Spielberg approached an AD or producer and expressed his concern that he hadn't seen Slocombe using a light meter, and that he'd never seen anyone work without a meter. Spielberg was concerned that they were improperly exposing the image. So he sent a PA to get a light meter and brought it to Slocombe, asking why he wasn't using it. "Don't need it," was Slocombe's reply. Spielberg, unconvinced, insisted that this wasn't acceptable, so Slocombe asked the PA to read the light at a specific location. Afterwards, Slocombe extended his arm, looked at the light on the back of his hand, and pronounced the exposure to within a third of a stop, by eye alone. Spielberg never questioned the lack of a meter again.
A number of folks have mentioned Conrad Hall, one of the best who ever lived. And many have said of a film that any frame could be printed as a still photo. No film meets that challenge as well, I think, as The Road to Perdition (dir. Sam Mendes, cin. Conrad Hall). Mendes came from a theater directing background and famously gave Conrad free reign over the visual aspects of the two films they made together (American Beauty being the other). The Road to Perdition very likely killed Conrad, who was old and in failing health when they made the movie in the midwest at winter time. But it really is his greatest work. The lighting and composition are both downright painterly, and I'd gladly hang a print from very nearly any frame on my wall.
Emmanuel Lubezki, and his films, have been mentioned a number of times as well (including Burn After Reading, which may have been misattributed to Roger Deakins). Yet no one has made mention of The New World (dir Terrence Mallick), a gorgeous film with almost no artificial lighting as well. Sort of the cinematic equivalent to street photography in that regard. Other Lubezki masterworks include Children of Men (dir. Alfonso Cuaron), which features some incredible long takes and also very little in the way of artificial lighting, and which is incidentally my favorite work of cinematography ever. Also check out Sleepy Hollow (dir. Tim Burton), a film with plenty of "exteriors" that were actually shot on a soundstage with nothing but artificial light, and Gravity (dir. Alfonso Cuaron), which is considerably more a work of cinematography than people realize, and is also all artificial light. Lubezki's work is fascinatingly split between an almost rigorous avoidance of artificial light and an unusual abundance of artificial light used to recreate natural light.
Roger Deakins has come up quite a bit as well, and his work with the Coens is impressive and varied. But he's also something of a pioneer in the post production side of cinematography. His 1984 (dir. Michael Radford) is the first film to employ a bleach bypass, whereby the bleach step is skipped in development and more silver is retained in the negative, desaturating the image and also increasing the contrast. The technique, and variations on it, have become commonplace, perhaps most notably in Saving Private Ryan (dir. Steven Spielberg, cin. Janusz Kaminski). O Brother Where Art Thou (dirs. Joel and Ethan Coen) was the first film to be scanned and have the color manipulated digitally, a process known as "digital intermediate" which now occurs with very nearly every film shot on film nowadays. In O Brother, the goal was to achieve a combination of golden and desaturated that evoked photos of the 1930s in ways that traditional photochemistry could not. Not to worry though, Deakins' next collaboration with the Coens was The Man Who Wasn't There, a black and white film not shot on black and white. Kodak's black and white motion picture film was very out of date when the film was made, so they decided against using it. Instead they shot the film on very soft, low-contrast color film stock but printed the film on title stock (the print stock usually used only for the end titles, designed to only reproduce absolute black and absolute white. The extremely low contrast of the color negative, when printed on the extremely contrasty title stock, created an amazingly rich tonality of black and white that the old black and white stocks just couldn't match.
A commentor after my own heart made mention of Man on Fire (dir. Tony Scott, cin. Paul Cameron). Man on Fire features a number of scenes with cross-processed reversal stock (think cross-processed slide film; reversal stock leaves a positive image) shot with multiple exposures in hand-cranked cameras. The result is a combination of photochemical mastery unequalled in anything I can think of, and creates a feel unlike anything digital could offer. For the film, they shot with 4 or 5 cameras. Paul Cameron explained to me that Tony had ideas for 80% of the film, for just the A camera. Paul was in charge of the B-D/E cameras for the whole film, and the A camera for 20% of it. This was explained during a seminar in which Paul demonstrated how he lights with multiple cameras in mind, and the speed at which he could watch a scene and decide where the cameras and lights should be to effectively light the actors well and not see any of the lights or cameras in any of the angles was mind-boggling.
Other films to look at...
Breathless (dir. Jean-Luc Godard, cin. Raoul Coutard) was shot on Ilford HP5 still film
Citizen Kane (dir. Orson Welles, cin. Gregg Tolland) Welles insisted that his credit be shared with Tolland's
8 1/2 (dir. Federico Fellini, cin. Gianni Di Venanzo) captures dreams better than any filmI can think of
Amelie (dir. Jean-Pierre Jeunet, cin. Bruno Delbonnel) has some of the best camera movement ever
Traffic (dir. and cin. Steven Soderbergh) jumps wildly between three locations, using very different looks to successfully orient the audience, a technique evolved from Soderbergh's own Out of Sight (cin. Ed Lachman)
Paper Moon (dir. Peter Bogdanovich, cin. Laszlo Kovacs) is great black and white, with deep focus in all but one shot (when I met Laszlo, you could sense the palpable disappointment at the one shot)
Anything shot by Robert Elswitt (look for films directed by PT Anderson [especially Punch Drunk Love, basically an excersise in fun cinematography] and David Mamet for a start). Elswitt is the nicest person I've ever met in the film industry, by the way.
Any of the collaborations of director Christopher Nolan and cinematographer Wally Pfister (presently, all of Nolan's films, though that changes next year). Their films are all photochemical, by design and philosophy.
...and so many more that I'll likely add as they come to me.
Finally, many have mentioned the wonderful Visions of Light as a great doc about cinematography. A better one, worse only for its total lack of clips to illustrate examples, is Cinematographer Style. Totally worth seeing if you can.
More as I think of it...