Awesome topic.
Probably my favorite film about cheating / having an affair is Dressed to Kill. The first twenty, thirty minutes of the film is so insane, so mind blowingly intense - a woman in an unhappy marriage is hooked into a quickie with a stranger and . . . I can't say anymore because it's just so awesome you have to watch for yourself.
True Lies had fun with the typical affair plot with Jamie Lee Curtis wanting more from her marriage and toying with the idea of having an affair with sleazy Bill Paxton.
Of course there is Fatal Attraction which made every man think twice before committing adultery.
Dave is a great film about the president of the United States having an affair and his staff having to cover it up in an absurd yet amusing way.
Monsoon Wedding dealt with a woman dealing with an arranged marriage and the other man she is madly in love with.
American Beauty was another film about a bored suburban marriage falling apart.
Rushmore had that great little love triangle with Bill Murray and Jason Schwartzman duking it out.
More when I think of 'em.