You should search for his short animation Vincent, great stuff.
There's also 9, Frankenweenie (both by Burton), The Addams Family and The Suicide Shop.
Also anything by actor Vincent Price really, since the guy was a huge inspiration for Burton.
Of course, no Burton fan should overlook the classic, Beetlejuice.
ps. this is not a film but you'll not regret reading this if you are a fan of Burton: Miss Peregrine's Home for Peculiar Children