One-Eyed Jacks (1961)--Much maligned and misunderstood at the time, Brando's only picture for which he was credited as director turns out to be one of the best Westerns ever made. Wonderful acting and, at the time, revolutionary use of Hispanic actors highlight this tale of revenge and redemption. Beautifully shot with epic pacing, the film also features masterful performances by Karl Malden, Ben Johnson and the incomparable Katy Jurado.
Burn (1969)--Brando stars as the infamous warmonger Sir William Walker, a man who would go to countries and facilitate the starting of wars. Beautifully photographed, with a smolderingly intense performance by Brando. This was the subject of another film, Alex Cox's jumbled but fun Walker (1987).
The Missouri Breaks (1976)--With Jack Nicholson just off of One Flew Over the Cuckoo's Nest, director Arthur Penn just off of Night Moves, and Brando just off his rocker, this should have been a great film. Nicholson gives a good try, and Brando has a hammy good time as a sadistic bounty hunter, but unfortunately it turns into a heavily re-edited failure. Worth a look for why it doesn't work.
The Night of the Following Day (1968)--A film I was obsessed with as a kid because it was on late-night television when I had insomnia (a 9-year-old with insomnia, no dysfunctional home life here!). Brando and Richard Boone play kidnappers who face an existential crisis during the job. A great weird ending and an awesome crying scene from Brando make it worth a look.