This Is Spinal Tap (1984)
In this classic "mockumentary" of a fictional band directed by Rob Reiner, Guest plays, of course, Nigel Tufnel, along with Michael McKean and Harry Shearer, who together form the band Spinal Tap. This movie goes to 11!
The Princess Bride (1987)
Another film directed by Rob Reiner, Guest plays one of the villains in the film, Count Tyrone Rugen. This was a great film that had a really great cast. Cary Elwes, Robin Wright (before she was Wright-Penn), Mandy Patinkin ("My name is Inigo Montoya, you killed my father, prepare to die), Andre the Giant, Wallace Shawn, Peter Falk, Fred Savage, Billy Crystal (Miracle Max!), and Carol Kane.
A Few Good Men (1992)
Very strangely enough, this film was also directed by Rob Reiner. One of my all time favorite films, it was based on play written by Aaron Sorkin who also wrote the screenplay for the film. Sorkin also wrote the screenplays for The American President (another great Rob Reiner film) and Charlie Wilson's War (which was also a really good film). Anyway, back to A Few Good Men. Amazing movie. Amazing cast including Tom Cruise (before he went crazy), Jack Nicholson, Demi Moore, Kevin Bacon, Kiefer Sutherland, Kevin Pollack, JT Walsh, Noah Wyle, Cuba Gooding Jr, and, of course, Christopher Guest, who plays Dr Stone.