From his book Mysterious Stranger. In the order they appear there (unnumbered, "recommended"):
Harold and Maude
Medium Cool
Days of Heaven
Fitzcarraldo
The Deer Hunter
The Night of the Hunter
What's Eating Gilbert Grape
Gummo
My Best Fiend
Mean Streets
Four Shorts by Werner Herzog [referring presumably to the Tartan release from the 90s, with How Much Wood Would a Woodchuck Chuck, La Soufriere, The Great Ecstasy of Woodcarver Steiner, and The Flying Doctors of East Africa]
Reppin' the Pussy Posse