I'm a fan of Japanese Anime, and i have about just over 20 videos of Anime films. I'll list my favorites for you:
Akira
Ghost in the shell
Macross Plus
ORGUSS 02
Blood the last vampire
Ninja Scroll
Okay, there my favorites, but there are others i can suggest:
Battle Angel Alita
Black magic m66 (not 100% sure on the name)
Wings of Honneamise
Dangiao
Detonator Organ
Perfect Blue
Street fighter 2
Wicked city
Monster city
Patlabor 1
Patlabor 2
There is more, thats just all i can think of for the time being.
And yes you can get them on DVD (most of them), just go
here