BMW created a series of short films from famous directors a few years back called The Hire. Out of the bunch my favorites are Star, Hostage and Ticker. I have watched them over and over and just think they are great, a matter of fact I think they are some of the best shorts ever.
The three Wallace and Gromit shorts are my other favorites. The train scene still blows my mind. What talent.
One of my favorite shorts is "Italian Spiderman". This short (now a series of shorts) is hilarious and well produced to look like it was made in the seventies on a very low budget. It was made by students at a film school as a senior project. It is available on youtube if you can find some time to laugh check it out. Disclaimer: Contains some raunchy humor. Enjoy.
I saw this short a few years ago in New York. I really love the ideas with this and the look. Might just be me but I was sucked in from the first time I saw this. http://www.bif-pictures.com/raymond.html
I adored the entire BMW "The Hire" series, but the Frankenheimer one (one of his final gigs before he passed) outrunning the van while carrying the diamond courier is my favorite, with Star, The Ang Lee little Buddah one and the kidnapped /submerged one also being strong faves. The Kidnapping one is a tour de force of production design and art direction in how they made up the kidnapper's hideout in such a way that it tells five pages of dialog in one or two three-second glances.
Turn on the director's commentary tracks for any of these shorts and you have the most brilliant five minute film making school ever. The tail one with Mickey Rourke and the race the devil one were my least favorites of the set, though my wife and I often still use the phrase "FACE IN THE HOLE!" from that Devil one when someone rings the doorbell.:-)
Clive Owen was perfect as the Driver. I felt it was his audition to be the next Bond.
For a time, you could only get these on a DVD from BMW, but now they are all over YouTube, thank goodness.
A sentimental fave short for me is Mike Jittlov's "Wizard of Speed and Time" . I was just learning super-8 stop-mo at the time in Jr. high and it was quite an inspiration.
And I would kill for a combo DVD of "On a Froggy Night" to give my wife:
"Hello, my Baby! Hello, My Honey, Hello, My Rag-Time GAAALLLLL!" "Ev-RY bo-DY Does the Michigan RAAAAGGGG!
Along with "The Hole Idea", a rare animation about the guy that invented the "portable hole".
There's a couple of recent Australian shorts that I was very taken with.
One was about a two people who each try and take a short cut down a narrow alley in the city, and end up trapped there by (unseen, but always heard) traffic rushing past the exit. As their imprisonment prolongs from hours to days to ... well, at least nine months ... we get to see their relationship develop.
Another was the animated short, "Cane Toad", which is a brilliant study in Australian language and idiom.