Aside from the two mentioned already, here's an overview of Bowie's main film involvement.
I think the best overall film Bowie has had a role in was Martin Scorsese's The Last Temptation of Christ. Bowie has a small role in it, as Pontias Pilate, but it is a stellar performance and incredible movie as a whole.
I would also highly recommend Bowie's first film role, The Man Who Fell To Earth which he carries almost singlehandedly. It's a dated, yet still brilliant, sci-fi epic, but without lots of effects and makeup and things.
The Linguini Incident is quite fun and light-hearted, and contains some very provocative Bowie moments, such as him being handcuffed to a bedframe, and propositioning two women into a threesome.
It might not be the best representation of Warhol, but Bowie definitely jumps into the character fully in Basquiat. And to see Bowie in an even more minor role, but with incredible aging makeup that we will probably never see on him as he actually gets older, check out the pseudo-New Wave horror film by Tony Scott, The Hunger.
Zoolander has Bowie in quite possibly the most fun cameo in recent film history. Avoid Mr. Rice's Secret as it is complete rubbish and a waste of time.
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Twelve just wasn't enough!