My Life without me (2003) is probably the movie at which I cried most when I saw it for the first time - and I was at a sold-out screening with a friend. Boy, you should have seen me. The only rival to that would be Edward Scissorhands (1990). But I saw that at home. 

Baise-moi needed a rewatch from me to get a proper evaluation. The first time I was just shocked. I think what most people dislike about it (at least subconsciously), is that it doesn`t leave you with a sense of satisfaction in any scene, and you cannot feel safe while you watch it. You are like a forced voyeur to everything that`s going on. 

"The Chronicle of Anna Magdalena Bach" didnt quite make my list, though it might after a 2nd viewing. 

And I`m not really an expert (that would probably be wpqx, arsaib and especially John), just lucky to have caught some great films by women when they were showing them at the theater or on TV. But to my defence, I must also add that I rented some of the films on purpose. 

Until recently I was completely unaware of Alexander Hammid (or Alexander Hackenschmied - that`s how he called himself before he came to America), but we had a seminar at University, where our great professor introduced us to some of his films (and some other Czechoslovakian movies from the 30s). In return, I introduced everybody to Sarunas Bartas. 
I hope you`ll be lucky with finding some of his (early) films!