"All That Jazz" (1979)
It might surprise some of you that David Fincher marks Bob Fosse's autobiographical masterpiece "All That Jazz" among his favorite films, but actually, it makes perfect sense -- its portrait of a workaholic film director and choreographer, based heavily on Fosse himself, and constantly on the verge of a heart attack, must surely resonate with the obsessive filmmaker. But even if it doesn't, the film's worthy of inclusion on anyone's list on merit alone, featuring perhaps Roy Scheider's greatest performance, and, most importantly, a series of killer musical numbers. Virtually any of them could have been included here, but special mention must go to the grand finale. As Scheider's Joe Gideon nears death, he hallucinates a self-eviscerating variety show in front of an audience of friends and family, which turns into a musical number, set to a version of The Everly Brothers' "Bye Bye Love." Fosse was one of the greatest shooters and editors of musical numbers ever, and he's on cracking form here, with a bravura scene that's not quite like anything you've seen before, and it's basically responsible for Lady Gaga's entire career. And the ending, with the sound dropping out, is killer.

“Donnie Darko” (2001)
There’s two moments in this Lynchian sci-fi head trip worthy of note for an iconic dance sequence list, both having to do with Sparkle Motion, the creepy five girl dance crew, headlined by the titular Donnie Darko’s sister, Samantha. We’re introduced to them early in the film via the brilliant steadicam sequence through the halls of the school set to Tears for Fears “Head Over Heels” as they practice their routine that will see them (later in the film) selected for a shot on "Star Search". When we finally see the routine in its entirety, writer-director Richard Kelly deftly inter-cuts between the performance, played to Duran Duran’s “Notorious,” and Donnie burning down the house of Patrick Swayze’s Jim Cunningham, revealing his kiddie porn dungeon. Both moments push the story forward, but more impressively show how Kelly-- who’s since gone on to show that ‘Darko’ (at least the theatrical cut) may have been a fluke after the absolutely shitty likes of “Southland Tales” and “The Box”-- has total grasp of his time and setting. “Donnie Darko” has many great moments, but this is one of the most memorable.

"Everyone Says I Love You" (1996)
Music's always been a key part of Woody Allen's films -- indeed, the more music-led ones of the last twenty years of the director's career have been the strongest, as a look at "Bullets Over Broadway" or "Sweet and Lowdown" demonstrates. But Allen's only taken on one full-blown musical in his career, and it's one of the most chronically underrated films of his career -- "Everyone Says I Love You." Adding musical numbers to an otherwise standard Allen plot gives it a new lease on life, and a game all-star cast, including Julia Roberts, Goldie Hawn, Alan Alda, Natalie Portman, Drew Barrymore and Tim Roth (who, it turns out, has a hell of a voice) are constantly surprising. The film's pleasures are perhaps best exemplified in the version of Nina Simone's "My Baby Just Cares For Me," performed by Edward Norton in one of the earliest roles in his career, and the now-troubled Natasha Lyonne. What it lacks in polish it makes up for in gallons of charm -- we defy anyone to watch Norton's fumbled jump across a table and subsequent dad-at-a-wedding dancing on top of it, and not fall a little for the film.