Sonic OVA is good.
The original Mortal Kombat is good. The newest Mortal Kombat released like 3 years ago or something is actually pretty fun as well.
Street Fighter II: The Animated Movie (animu, no the western film) also pretty good.
I like the Silent Hill and Resident Evil movies, though I never played the games. Some fans seems to hate it, some don't seem to mind if it deviates from the source material.
I don't hate Advent Children, it's okay for what it is, and it's very much a product of its time.