Are you talking about the movie's score or a song that's played in the movie? There's literally hundreds of movies with great scores. Some iconic scores would be The Godfather, Star Wars, Raiders of the Lost Ark, The Good, The Bad and The Ugly, Once Upon a Time in the West, Blade Runner, and Lawrence of Arabia.

If you're looking for examples of movies with specific songs, then I would suggest Fritz Lang's M, Casablanca, pretty much any Quentin Tarantino movie but more specifically Jackie Brown, Pulp Fiction and Death Proof, 2001: A Space Odyssey, A Clockwork Orange, Goodfellas. There are a lot more, but these are what I can think of right now.