My favorite movie of the period. True story (sort of, remember, this is the movies) of the kidnapping of an American woman and her children by a Berber Chief, El Risuli in Morocco 1902. (The real Pedacaris was a man. They made him a woman for the movie, but who cares?). Shows the political wrangling in Washington with Roosevelt sending in the Marines to secure her release. Wonderful three way battle at the end between US Marines, Germans and Arabs. Don't miss the Marines storming the Pasha's Palace in the middle either. (The battles didn't happen either, but again, so what?)
Slow paced story of the Legion's return to Morocco after W.W.I. Sent to guard an archaeological dig in Erfoud, it concentrates on characters for most of the movie but the battle scene against Abdl el Krim at the end of the movie is well worth waiting for. One of the few movies on the subject and very rare.
A scene for scene remake of the earlier silent movie that starred Ronald Coleman. This is the best talkie version and stars Gary Cooper. Classic story by P.C. Wren of three brothers who run off to the French Foreign Legion to hide from scandal and shame. The fort Zinderneuf is the basis for Old Glory's fort from their French Foreign Legion line of which it is an almost exact replica.
French film, one of their most expensive ever, starring Gerrard Depardieu. The adventures of a French officer in early 20th century Algeria.
Van Damme is a playboy living in Paris in the 1920's. He falls in love with the mistress of a mob boss, and when the boss finds out, joins the French Foreign Legion to hide out. 

Good desert battle scenes against the Berbers.  Includes a beautifully done desert fort that should inspire a few model builders.

During the Boer War, three Australian lieutenants are on trial for shooting Boer prisoners. Although they acted under orders, the General Staff tries them in an attempt to save political face at the close of the war. Good battle scenes shown as flash backs during the trial.
One of the best movies ever made. Terrific telling of the story of T. E. Lawrence's organization of the Arab revolt against the Turk during W.W.I in Arabia. The movie is long but well paced. Great battle scenes and makes a great wargaming period.
Tells of the early life of Winston Churchill. Starts with action in the North West Frontier, moves to Sudan and then the Boer War. Good action scenes and pretty faithful to Churchill's auto biography. 

Gives a very good feel for British attitude during the late colonial period.

Italy was among the first to use armored vehicles in the desert which is depicted excitingly in this telling of Omar Mukhtar's Arab revolt against them in Libya. Set in the latter stages of the revolt that lasted form Italy's invasion in 1911 to oust the Turks until Mukhtar's defeat in 1931. Just released on DVD
My other favorite movie of the period. More British "wog bashing". Tells the story of the Zulus who didn't get to fight at Isandlwana and who instead attacked the mission station at Rorkes Drift. Outnumbered more than 30-1 the Brits hold out, but only just. Terrific battle scenes and the final defense of the redoubt following a choral battle is not to be missed by any wargamer.
Not too much battle in this depiction of Rudyard Kipling's novel of two British Soldiers of Fortune. They attempt to set themselves up as rulers of a small tribal kingdom north of Afghanistan. It does however give a great feel for the classic colonial period and is a ripping yarn from start to finish.
The prequel to Zulu. Shows the battle of Isandlwana that took place the day before Rorkes Drift. Good battle scenes but not as good as Zulu. Bob Hoskins gives a performance as Sgt. Major to rival that of Color Sgt. Borne in Zulu. Well worth watching if your going to be into Zulu wargaming.
Major Vickers is an officer at the 27th Lancers in India 1856. When the regiment is on maneuver, the barracks are attacked by Surat Khan and his soldiers who massacre British women and children. This leaves an inextinguishable memory and Vickers promises to revenge the dead.
The 41st Bengal Lancers are stationed on the Northwest Frontier of British India, guarding against Afridi invaders led by wily Mohammed Khan. Experienced (though insubordinate) Lieut. McGregor is joined by two new arrivals, haughty Forsythe and callow Donald Stone...son of the commanding colonel. We follow the three through varied adventures and hardships. Will they uphold the honor of the regiment? Will Stone and the Colonel come to terms with their difficult relationship?
With the release of Old Glory Boxer Rebellion figures, this one is well worth the rent. The area of Peking that comprises the foreign legations (consulates) is surrounded and cut off while being stormed by the anti foreign rebellion nominally supported by the Chinese Empress. A  huge relief force is landed and marches across land to relieve them after someone notices they haven't heard from the legations for a while. Lots of street fighting.

Good movie and now lots of figures to game it with.

If you haven't seen this TV movie, I can definitely recommend it. I've just watched it and think its great. Directed by John Millius (The Wind and the Lion, Red Dawn) its a movie museum piece of historical weaponry. Tom Berenger is surprisingly convincing as Teddy Roosevelt and Gary Busey is hilarious as General 'Fighting' Joe Wheeler (a former Confederate General requested by President McKinley to be General to a brigade that included Negro troops that needed to be marched through the South to depart for Cuba). Lots of action and only the necessary amount of character building. My favorite line 
General Joe Wheeler: We've got the Yankees on the run!
Lieutenant Wheeler (his son and adjutant): Spaniards, sir; and they're falling back onto prepared positions.
General Joe Wheeler: Don't spoil it, son.

The final assault on San Juan Heights is classic movie stuff brought down to earth only by the fact that it really happened. There is also a good sideline: the War being covered by opium addict Stephen Crane (author of Red Badge of Courage, about the Civil War, a war at which he wasn't present) who was pretty much in the thick of things... when he was sober enough to figure out where he actually was.

Lots of Old Glory figures for this war.

Although it pales next to the 1939 classic version, as a made-for-television feature this film is well worth watching. It tells the story of a young Englishman driven to extreme lengths to prove to himself & his friends that he is not a coward.

Surrounded by a fine British cast, Beau Bridges might seem wrongly cast in the main role, but he does a stalwart job throughout. Good action scenes set in Muslim Africa. Co-stars include Jane Seymour, Harry Andrews (great as Bridges' fierce old father), Robert Powell, Richard Johnson, Simon Ward, David Robb & Robin Bailey.

Based loosely on the poem by Rudyard Kipling, this takes place in British India during the Thuggee uprising. Three fun loving sergeants are doing fine until one of them wants to get married and leave the service. The other two trick him into a final mission where they end up confronting the entire cult by themselves as the British Army is entering a trap. This is of the "War is fun" school of movie making. It has the flavor of watching Notre Dame play an inferior high school team. 
The controversial story (at least the Hollywood version of it) of Michael Collins.

Some good battle scenes early on in the movie of the 1916 uprising. A well acted movie, Liam Neesen is very good and has a strong supporting cast.

The Mahdi's revolt against the British at Khartoum in 1885 and the demise of General "Chinese" Gordon. Great battle scenes offset the heavy dialogue.
Engineer Jake Holman arrives aboard the gunboat U.S.S. San Pablo, assigned to patrol a tributary of the Yangtze in the middle of exploited and revolution torn 1926 China. His iconoclasm and cynical nature soon clash with the "rice-bowl" system which runs the ship and the uneasy symbiosis between Chinese and foreigner on the river. Hostility towards the gunboat's presence reaches a climax when the boat must crash through a river-boom and rescue missionaries upriver at China Light Mission. This is Steve McQueens best movie.
In 1880s India, Kim, a young English boy, roams around after his parents have died, disguising himself as a native boy whenever it suits him. He befriends Mahbub Ali, an Afghan horse trader who's an agent of the English secret service (although Kim doesn't know this). When at one time he runs an errand for Mahbub Ali, Kim gets involved in the world of espionage and it comes to depend on him whether or not an attack of rebel soldiers can be stopped.