Are you talking transgender or crossdresser? It's an entirely different thing. There are quite a few transgender-focused movies, but you have to be clear what you're looking for.
Anyway, mine are more trangender-focused, but they're all tasteful (but painful at some points). I honestly hate anything camp (Rocky Horror, Pink Flamingos, To Wong Foo, Some Like it Hot, etc) and have no interest in things that have hopelessly negative outcomes (like Transamerica, which I couldn't put up with watching them making Felicity Huffman look as manly as possible). Struggles are great, though.
20 Centimeters (2005)
57,000 Kilometers Between Us (2008)
Agnes und seine Brüder (2004)
All About My Mother (1999) <- I love this
Boys Don't Cry (1999)
Breakfast on Pluto (2005)
Chouchou (2003)
Close Your Eyes and Hold Me (1996)
Cockpit (2012)
Different for Girls (1996)
En soap (2006)
Just like a Woman (1992)
Law Of Desire (1987)
Life is Hot in Cracktown (2008)
Mauvais Genres (2001)
Mie Vie En Rose (1997)
Normal (2003)
Pigalle, la nuit (2009– )
Princesa (2001)
Soldier's Girl (TV 2003)
Transamerica (2005)
Transfixed (2001)
Une Autre Femme (2002)
Wild Side (2004)