Hmm. I take that this does not mean lolita movies per se but rather movies I imagine a person who's fond of the lolita style aesthetics might enjoy and has possibly not seen before. Excuse me then for skipping Kamikaze Girls: even though it has a permanent place in lolita culture it's not one that people would actually need to be told about. Let's see if I could make a list of things that aren't actually already well-known, at least not in the Western world.
1. Snow Queen / Lumikuningatar
A Finnish movie based on the tale of Snow Queen. It's one of those movies you see differently as a child than when you grow up. I remember feeling somewhat troubled by it when I was small and yet I wanted to watch it, over and over again. It took me years to see underneath the layer of fairytale and find the real message of the story, the power struggles between people and the ways we try to control each other. There are people who try to live through you, people who throw you at the wolves for their own amusement, people who don't give a flying Rocking Horse for what happens to you if they'll profit from you somehow - and at the core of it, obsessions of various kinds.
Yet the movie is also breathtakingly beautiful. It can be watched for pure eye candy. All the frills, the lovely sceneries, the foods, and of course the classic fairytale aspect. Wait guys I want to add one more picture of the movie because you see, what happens in the above pic - a fun party moment - turns rather sour when the princess (sitting on the left side) gets jealous that her little toy (the boy in lavender shirt) is showing attention to Kerttu, the main character of the story.
She dresses her up like another little princess and sends her through a forest known to be full of bandits. Er, after she first threatens to cut her hair. And the boy's head off. Really, this movie is chock full of horrible people.
2. Valerie and her Week of Wonders
Another strange movie. It takes several times to watch before you catch all the little details that tell you what's really going on in it. I suppose it won't spoil you to know that it's a story about a girl growing into adulthood, and I also suppose I should warn you this is not a harmless and pretty movie either. Nothing too graphic goes on but you know, be prepared to feel very, very confused. Another eye candy movie as well.
This is an Icelandic horror flick and as such it's the creepy kind rather than gory. Extra points for the sets, that 40's style is something awesome! Still, this movie is extremely brain meddling - oh my are all the movies that I'm going to recommend like that? And what does that say about me? Er, heh, yeah, this movie has been shown a total ONE time in the Icelandic tv because it was so disturbing. When it's been shown abroad it has been heavily edited. Yet there's nothing gory, almost no blood - what could be so bad about it? This little music video that uses pieces of the actual movie might give you an idea.
4. The Master and Margarita
Admittedly this one's a tv-series rather than a movie but oh my Bob the beautiful sceneries! Set in Soviet Union it explains you first and foremost how the people there managed to survive the regime at its worst and still stay human. It should tell you a lot that the hero of this story is no one less than Satan himself. A word of warning again, there will be boobs. Lots of them. As the series was made in Russia it's very faithful to the book, and this means that the Satan's party will be full of naked women wearing nothing but elaborate hairdos and wonderful shoes.
Btw don't be thrown off by how stern everyone looks in this one: even in Finland it used to be considered massively impolite to smile at strangers. I've been brought up in the old fashioned way, and I remember my mum nudging me every so often to either tell me to "stop staring" at people or to "stop ridiculing people", because that's how we used to see smiling as, it was laughing at someone. Naturally it was perfectly ok to smile at someone you knew well and nowadays Finns are quite used to seeing the upwards curve, but this movie is indeed faithful to its time so... you'll be in for the most solemn falling-in-love scene ever! :D
Seems like I only got four, apologies. However, they should be difficult enough to track down so maybe it's better that I don't tell you to go see yet one more movie that'll take you ages to find. -.-;