I like everyone else would have loved a Fincher commentary on Alien 3
The Color Purple (darn you Spielberg)
Malcolm X
Running on Empty (can I get the OAR too)
any Star Trek TNG or DS9 episode
The Untouchables

Any Spielberg film
Alien 3 - David Fincher solo
Family Guy (I heard not only commentaries were recorded for each episode, but the one for "Road to Rhode Island" had Seth MacFarlane acting "in character" as Stewie and Brian.)

Oh, god... Tons and tons of Hong Kong movies need commentaries, preferably either in English or French so I can understand them. Most notably In the Line of Duty 4 and Tiger Cage 2. Any Tsui Hark flick, especially the Once Upon a Time in China movies (I know they already have tracks, but one by Mr. Hark would be great). Any Johnnie To movie, especially PTU, Fulltime Killer and the Running Out of Time movies. Also, I'd actually buy Mismatched Couples to hear a Yuen Woo-Ping/Donnie Yen track. More: The 36th Chamber movies, Twins Effect, Cat and Mouse, Tokyo Raiders...

Thankfully, many of the movies I own and watch over and over have commentaries, but offhand,
Azumi
Any friggin Lynch flick (hell, I'd settle for chapter stops!)
Princess Mononoke
Spirited Away
Philadelphia Story
Bringing Up Baby (whenever it feels like being released)
Shiri
Marx Brothers movies (why didn't DVDs exist in the 1930s?)
Battle Royale 1 and 2
Ong Bak (okay, so it has one, but one with English subs, at least)
Swimming Pool
and definitely Hero. Hearing Zhang Yimou talking over his cut of the movie would be Heaven.
and about a thousand more...

I really love commentaries. I wish every movie had them, but I guess I'm happy with the movies that actually do have them now.

Bad Boys 2
Heat
Pulp Fiction
Major League
Matrix Reloaded
Reign of Fire

Lost in Translation commentary by Sofia Coppola, Bill Murray, and Scarlett Johansson.

Lost Highway - David Lynch
Mulholland Dr. - David Lynch
Eraserhead - David Lynch

LOL get the picture?

The Longest Day...if they could find anyone still alive