There are lots of movies that feature beautifully photographed architecture--The International is a great recent example. But Michealangelo Antonioni's films feature architecture in an integral role. I believe he actually studied to be an architect when he was younger. In his films, especially his L'Aventurra trilogy, whenever we see architecture on screen, it is diliberate and has meaning -- its communicating something important.
You may also consider Jacques Tati's Playtime, a visually amazing parody of mid-century Modernism which he feared was gobbling up and homogenizing Paris at the time. Tati actually built a miniture city, called Tativille, in Paris to film it.
Russian Ark is a beautiful film that treats the Winter Palace in St Petersburg as a the physical container for the entirety of Russian culture.
For a more abstract treatment of architecture, I think Kubrick was a master of capturing what Paul Rudolph called the "psychology of space". Basically, this is how we not physically, but mentally occupy a space and how that space occupies us, effects us psychologically. The Shining is probably his most obvious example of this. Kubrick was also an incredibly visually focused film maker. Like Antonioni, when we see architecture in a Kubrick film, it is likely deliberate and meaningful.
There are also many films that have nothing to do with architecture per se, but are structurally obsessed. Pulp Fiction and Momento spring to mind.
