Well, I see some fun movies, amusing frightening, and so forth. If we are looking for thought provoking, then there are some mentioned I too would include, several I would not.
The Matrix, however well written or presented, is a thought provoking storyline. @Khajuria9, the movie is about intelligent machines take over, subdue humans, and keep them as quiet prisoners by connecting their minds to an information grid which gave them all fake lives which they fully believe in, having no awareness of their true existence, except a special few.
I would agree with The Shawshank Redemption. I found myself questioning how I might have handled a number of the issues he, and other characters faced in the story. Long, and at times slow, still very well presented, and a good story.
Also on my list: The Christmas Shoes, What The Deaf Man Heard, The Long Walk Home, The Jack Bull, Nell, Oh God You Devil which I thought was the most thought provoking of the three, The Kid.
Some I found thought provoking in that they caused me to consider the state of things for others which I hadn’t known, or fully considered. Some caused me to marvel at where some people’s minds choose to go.