This was a tough category for me. Of course, my obvious choice is Gone With the Wind. But then stumbled across this gem.
The 39 Steps
Saw this for the first time ever on what was (if I recall correctly) the first trip to UK with the then-boyfriend (now hubs). We stayed up really late one night to watch this on one of the two stations his television would pick up at his flat. Since then, it rolls around every great once in a while on classic movie channels.
Also, there is a great re-make we watched on Masterpiece Theater in the not so distant past. And I discover it is now a stage play as well. Goes to show that a great story is timeless, eh?
A note from: http://www.archive.org/details/The39Steps
One of Hitchcock's earliest hits, The 39 Steps (1935) sees The Master unravelling the soon-to-be-typical plot of an innocent man on the run, trying to prove his innocence.