If you want to get a visual dose of modernism, the following films are great: Mulholland Drive (Naomi Watts), Danika (Marisa Tomei), Wicker Park (Josh Hartnett). Wicker Park is sort of cheesy, but it nevertheless deals with modernist themes of the mind's capacity to "shift" reality, the role that individual perspective plays in forming reality, the imperfection of the human mind/consciousness, etc.