I think ethics and moral (and the ontological question of the purpose of life) are some of the driving forces in pretty much every single movie since they are also the driving forces in our lives, conscious or not, that often play a big part in human decision making whether we knew it or not. The movies that are very touching in the way they display moral to me are those that question the line between sane and insane and movies like Shutter Island and A Beautiful Mind are definitely very beautiful in the schizophrenic way they leave the watcher pondering what's sane and what isn't. The same questions are what drive movies like Taxi Driver and One Flew Over The Cuckoo's Nest forward and are central in Fight Club, American Psycho, The Shining and last but not least, A Clockwork Orange. Though known to make movies with a more surreal nature, David Lynch asks the same question in many of his works, through some characters and plotlines in Twin Peaks and in his movies Inland Empire and Mulholland Drive.
That's something I love about postmodern films compared to popular movies made these days - the ethical questions such as who's the bad guy in the movie are often left for the viewer to interpret according to their own subjective opinions instead of building the movie on an ethically objective foundation where he or she is given the idea of a protagonist and an antagonist or bad and good forces since it displays that our society is becoming more and more free and allowing in ethics.