Even if you didn't care about learning business through film, I would recommend these. Most are classics and highly enjoyable. I left out the great ones already mentioned.

Risky Business - going from idea to execution in a very short time

High Fidelity - small business, vertical expansion, labor relations

There Will Be Blood - "I have a competition in me."

Office Space - process reengineering, efficiency, employee motivation

It's A Wonderful Life - customer service, community building, ethics

The Man In The Gray Flannel Suit - work life balance

The Player - handling office and industry politics

Enron: The Smartest Guys In The Room - ethics (and the catastrophe that befalls those without them)