Most of my favorites have gotten mentioned already--"Samurai!", "JG26", "The Longest Day", and "Blood, Tears, and Folly". "Enemy at the Gates" is also pretty good.
Two others that have stuck with me, but I don't remember all the details about them: A book I read several times when I was a kid, called "Iron Coffins." I don't recall the author's name, but he served on five different U-boats from 1939-1945 and was one of the very few captains to survive the war. Awesome book, it really shows the terror and claustrophobia of life on a U-boat.
The other one was a book about the attack and sinking of the USS Indianapolis. I'm damned if I can remember the title, though.
It was a good read, that much I do remember.
I just got through reading David Frasier's biography of Erwin Rommel, "Knight's Cross." Get it if you're into Rommel at all. It's astounding what Rommel did with the Afrika Korps before he met his match in Montgomery--and Rommel's WW I exploits were pretty impressive too.