I have:
Die Hard, Quigley Down Under, Truly Madly Deeply, Robin Hood, Close My Eyes, Closet Land, Mesmer, An Awfully Big Adventure, Sense & Sensibility, Rasputin, Michael Collins, The Winter Guest, Dark Harbour, Dogma, Galaxy Quest, Blow Dry, The Search for John Gissing, Harry Potter 1-5 (& soon 6), Love Actually, Something the Lord Made, Perfume, Snow Cake, Nobel Son, Sweeney Todd & Bottle Shock ;)

The small rest is in progress & will be soon also mine ;)

I think my favourite film is Snow Cake (Special Edition), but at the moment I also love Blow Dry, Truly Madly Deeply & Nobel Son a lot...

I have to admit I do not regret a single decision I made to buy any of this films! Alan rules!!! ;)

I have DVD's of Harry Potter Movies from 1-6 and all of them are my favourite.

Although I have SEEN nearly every film Alan has made/appeared in, sadly, I only OWN a small number of them :( I'm working on it though :) I agree with Kraucik83 about Snow Cake for the moment. EASILY one of the best films I've ever seen let alone one of the best Alan has done! :) Um, I currently own Snow Cake, The Search For John Gissing, Close My Eyes, Closet Land, Dark Harbour, Love Actually, Nobel Son, Bottle Shock and I'm sure there are a few others but I am comfy sitting here so I shall remain and just assume I am missing a few on this list *LOL* :D PS: I just realized I originally posted this as a RESPONSE not as a stand-alone answer so forgive me :)

the only ones i have are these:

all harry potter movies,
love actually,
blow dry,
snow cake.