Speaking strictly "Mafia" movies, you may consider buying:

"Bugsy" - starring Warren Beatty as Bugsy Siegel
"Gotti" - starring Armand Assante as John Gotti
"Honor Thy Father" - about the Bonnano Family
"Lansky" - starring Richard Dreyfuss as Meyer Lansky
"Mobsters" - Christian Slater as Lucky Luciano; Anthony Quinn steals the movie as Joe 'The Boss' Masseria
"Murder, Inc." - highlighted by Peter Falk as Abe Reles
"The Valachi Papers" - poor film about Joe Valachi ratting out the Mob

.

Not strictly Mafia but close enough:

"Once Upon a Time in America" - stars Robert DeNiro; great flick
"On the Waterfront" - Marlon Brando's great portrayal of a washed-up boxer and the Mob
"Billy Bathgate" - Dustin Hoffman plays an underling to Dutch Schultz
"Hoodlum" - black gangsters in 1930's New York; some good Mafia stuff included