Vanilla Sky (2001)
What happens: Now that's a good question. Something like this: David Aames (Tom Cruise), the handsome, wealthy heir to a publishing company, faces charges for a murder he cannot remember and has trouble distinguishing reality from fantasy.
Notable spots: Vanilla Sky features a particularly memorable dream sequence set in Times Square (below)—director Cameron Crowe had the streets closed to traffic, so Tom Cruise is really all alone in what's usually among the busiest places in the City.
Pro tip: Head for the Crossroads of the World and think about all the cool scenes you'd film there if you were a powerful movie mogul.

Buy it on DVD.

Photo: Jen Davis