I'm not expert and have seen very few, but I love and own Nosferatu, as it is one of my favorite vampire films. The Phantom of the Opera is also a beautifully atmospheric gothic horror film.
I recently watched and appreciated The Cabinet of Dr. Caligari. It's very obvious that Tim Burton derived a lot of visual influence from it. This impressionist style was also evident in Son of Frankenstein.
The last one I really enjoy, but takes a little patience to get through on the first viewing is Haxan. It's basically a documentary about witchcraft in the Middle Ages that drags in quite a few places, but also contains some of the most strikingly evocative images of diabolism committed to film. Like Disney's Night On Bald Mountain segment from Fantasia, parts of it are the closest anyone has come to capturing the spirit of Halloween on film.