From a recent /tv/-thread:
The Grey
Touching the Void
Into the Wild, 127 Hours, Rescue Dawn, Grizzly Man, The Pianist, Life of Pi, The Edge, Time of the Wolf and The Road
Snow shoes and solitude
Stakeland (Canadian survival with zombies)
A lonely place to die
The Snowwalker
Jeremiah Johnson
The Hunter (2011 AUS)
The Way Back
The Edge
Dersu Uzala