Monty Python and the Holy Grail was shot in Scotland. (I think some of Meaning of Life was shot there, too.)
Trainspotting (1996)
The Last King of Scotland (2006) has sequences shot in Scotland
Stardust (2007) was filmed on Skye.
Sweet Sixteen (2002) Great Ken Loach film
Rob Roy (1995) I think most of it was filmed in Scotland
Lots of Bond films have sequences in Scotland, and I think most of the Harry Potter films have scenes shot there as well.