My 5 year old loved all the harry potter films, albeit at times being somewhat scary. We also watched the first Pirates of the Caribbean film, and the fellowship of the ring. Though the fellowship had to be split into 3 showings as it was way too long.
But I will second all the ghibli studio films, also nightmare before Christmas and corpse bride, and most of the pixar films.
We're just about to watch Labyrinth, though he wasn't too keen when I tried showing him Dark Crystal. To be fair, I didn't really enjoy that either.