I'm gonna agree with Huskysibe and HookahETC that Kung Fu movies rule. Ong Bak, Fearless, The Protector, all are awesome. While not Kung Fu, I also enjoy movie with bad A** action scenes, The Matrix of course is a classic. Recently I saw Snatch, had some really cool boxing moments, which reminds me of another awesome boxing movie: Cinderella Man, which of course boasts Russel Crow (Gladiator).
I'm curious to see how many people liked the new Bond, Casino Royale. Personally I loved it, and can't wait to see the next one.
P.S. As in Ong Bak, where the main fighter dude did all those stunts himself (complete manimal), Sebastien Foucan also did his own stunts in Casino Royal. He was the dude at the beginning that Daniel Craig (Bond) was trying to chase down. Foucan also happens to be the founder of the recent phenomenon, Free Running.