Book: Kazohinia. It describes human beings very well. What we do to each other and why, how could we make better and why we aren't better.
Movie: The Man from Earth. The plot of the move is 7-8 people talking in a living room. That's it, but it's more interesting than most movies I've ever seen. It don't want to spoil it to anyone, but it shares deep thoughts.
I watched the movies as a teenager and then read the books and they've forever changed me in a good way. They've helped shape my life, my personality and have been a "light to me in dark places, when all other lights went out".
Aldous Huxley's Brave New World. I've read this book quite young, I was 18 or so; it made me ask deeper questions on society, progress, "fitting in", and the purpose of the individual.
Other books from the same author like Island, The Ape and the Essence, The Genie and the Goddess, also had some impact on my life.
You may laugh, but it was actually a visual novel for me, Fate/Stay Night. The main theme of it is the relationship between ideals and reality and how they aren't always compatible, as well as how you can deal with that.
It made me think about my ideals and values, and whether they are worthwhile. I came to the conclusion that following them is worth it even if they are flawed and even if they can never be truly achieved.