Zumbi2
http://en.wikipedia.org/wiki/Category:Jewish_films
http://en.wikipedia.org/wiki/Category:Golem_films
http://en.wikipedia.org/wiki/Category:Hebrew-language_films

It's not complete but it has some good ones.

Here are a few others.

You Don't Mess with The Zohan
Falling Star (aka Goyband) http://www.youtube.com/watch?v=G1u6B79_eXA&feature=related
The Frisco Kid
Love and Death
Spaceballs
Shalom Sesame (I watched it on tape as a kid.)http://www.youtube.com/watch?v=6Xqbqw2FkO4&feature=related
Snow in August

I absolutely adore the Frisco Kid