3. 'The Departed' (2006)
Scorsese finally won that elusive Oscar with this Boston crime thriller – a remake of the terrific Hong Kong thriller Infernal Affairs (2002) — that had DiCaprio as a cop infiltrating the mob and Matt Damon as a mobster infiltrating the police force. It's an intricate, fascinating tale of competing cat-and-mouse games, but the director and his screenwriter, William Monahan, infuse it with so much tragedy that it winds up becoming something almost mythic. And DiCaprio is fantastic here, in a totally unglamorous, grubby role as a desperate man who almost loses his identity. It's one of his all-time greatest performances.