Personally, The Rocky Horror Picture Show.
I knew it was going to be quite the experience before I went for the first time‡ but it was so much fun I had to keep going back bringing friends each time.
It's still a fun tradition to do though we haven't done it since last year, we're probably going to try and go again in a few weeks.
‡ I had seen it many times before going to see it in theaters for the first time.
I watched "Lord of the Rings: Return of the King" a total of 6 times in cinema (and the extended edition countless times on DVD since then) and still think very fondly of the experience. Just experiencing the awe when the beacons were lit and the camera flew through the mountains and the mind blowing moment when the Riders of Rohan appear on the horizon.
When the extended edition came out on dvd, i watched the whole trilogy at least once a year