Neurophilosophy has a great post about how amnesia is represented in cinema, concluding that there’s only three movies that accurately represent memory loss.
The post is based on an article from the British Medical Journal by clinical neuropsychologist Sallie Baxendale who has written a number of excellent articles on topics such as epilepsy in music, at movies, and in the saints.
The three films mentioned as accurate depictions of amnesia are the masterpiece Memento, Spanish language film Sé Quién Eres, and, surprisingly, the Disney animated feature Finding Nemo.
The Neurophilosophy article is also illustrated with video clips so you can see some of the films under discussion.
Link to Neurophilosophy on ‘Amnesia at the movies’.
Mind Hacks 
I suppose the list might grow if one considers something rare like “dissociative fugue” to be a form of amnesia. This NY Times article about a young woman’s recent experience draws analogy with the Bourne trilogy of movies…
http://www.nytimes.com/2009/03/01/nyregion/thecity/01miss.htm?pagewanted=all
“Eternal Sunshine of the Spotless Mind” had at least an interesting treatment for a kind of memory loss.