Flash Gordon (1936)
A movie serial, not exactly a series of short films, but still... I feel like it's more apt to call it such than a feature film. Anyway, I'd like to see this someday, and maybe a couple of other Flash Gordon serials. (There are any number of serials featuring familiar-or vaguely familiar- characters such as Batman, Superman, Zorro, et al., in which I might have some vague interest, but probably wouldn't bother with, being more interested in TV or feature film incarnations. Flash is definitely the one I'm most interested in, as far as serials go.)

A Trip to the Moon (1902)
I've seen a tiny bit of this before, as it's a pretty famous, very early film. But I've never seen the whole thing. (And I usually think it's "The First Men in the Moon," but it's not.)

World of Tomorrow (2015)