Platoon, Saving Private Ryan, and the not yet mentioned Hamburger Hill.
If I happen to stumble into any of those three by accident, I'm stuck for the duration and will watch to the end.
One final entry which is maybe just me.. but "Midway" is an all-time favorite that I can't turn off. The fact that it's based on truth and Japan had our asses pretty much kicked by sheer numbers makes this one a winner. If it was fiction, maybe not such a believable story, but knowing it's based on truth and the USA turned the tide of the entire war at Midway makes it one I can never turn off.