Sorry to be a downer; I just wanted to get that on the record before the thread blew up. Please note, I'm not endorsing a party or political idea. I'm just going along with the theme because this could be fun.
I'm in my 30s, so I'll try to stick with movies made since the 1970s onward for this next bit.
Rambo: First Blood Part II and many of the other Rambo movies could fit. You have a U.S. soldier beating all odds to rescue other Americans and innocents in danger against a force that still is technically at war.
The Rocky movies show what one person who works hard and doesn't give up can accomplish. He also earns a great deal of money and respect in the process.
Red Dawn is the perfect conservative movie. This still is used to boost morale on some military bases.
Saving Private Ryan is a good example as well of the last "good war" that pretty much everyone can agree needed to be fought. It also shows a group risking its life for one person. "No greater love hath a man that he lay down his life for a friend."
Any adaption of Animal Farm, 1984, Fahrenheit 451 (such as Equilibrium) and other dystopian movies can fit with traditional conservative arguments for limited government.
Brazil could be used an example here.
There is an Atlas Shrugged movie which is planned as part of a series.
Invasion of the Body Snatchers and its variants also fight well, along with Manchurian Candidate and the like.
Waiting for Superman is about how public school systems fail students and the government system makes rather than solves problems.
Ghostbusters is a conservative movie. The villain is an EPA bureaucrat who wants to stop an innovative new business providing a service the people want.
The Lives of Others, Schindler's List and any other movie about oppression in East Germany or the Soviet Union could easily fit.
The Incredibles is about a villain who thought his special status (fan club president) allowed him extra privileges. The family of superheroes is forced to hide their special talents because of jealousy and a lawsuit-happy culture ran amok. The moral is that using superpowers is fair because everyone should live up to their potential regardless of how it impacts others or makes them feel.
300 is about a group of soldiers that goes out and defends their way of life from a different culture, showing that courage, honor and the death of good men is needed to protect society. The classic "freedom isn't free" statement.
Lord of the Rings is a classic good vs. evil fight where some of the heroes simply want to go home to the country, get married and have babies. Also, all the villains are a monoculture that seeks to destroy our natural way of life.
Braveheart, Passion of the Christ, The Patriot, We Were Soldiers and other Mel Gibson movies could also be viewed through a conservative lens.
In that vein, the Die Hard movies could be seen that way. One lone American fights off tons of terrorists led by a man with a foreign accent. That man often attempts to be "cultured" to cover his desire to hurt others, while the hero is a simple man with a heart of gold who just wants to do the right thing.
The Chronicles of Narnia movies are based on a series of Christian novels.
Gattaca is about one lone person's attempt to better a government system put into place to keep certain people down and out of special jobs for their own safety. Government limits to "help" people are a common theme.
You could argue Star Wars has some conservative themes (rebellion against repressive government, good vs. evil) but you might have trouble hand waving "The Force" out of the argument.
Master and Commander, Black Hawk Down, The Hurt Locker, United 93 and others also could be on a "conservative" list.
The Pursuit of Happiness is about a man who works very hard in America and succeeds due to his hard work, not other factors.
I've seen people make the argument The Dark Knight is a conservative movie. I'm not convinced, but you could debate a few points.
I came up with some of these off the top of my head and them ran a quick Google search to boost the list. I only used the first couple of links; there were plenty more to choose from.
Hope this helps!
Edit: I do agree with the other posters here. All political parties try to claim "good" attributes are part of their system with "bad" attributes are common to the others.
By itself, good vs. evil, honor and integrity aren't the traits of any one party or political system, but many parties try to lay sole claim to these attributes to build positive associations about their party members. It's a form of brand advertising. I tried to include movies that had more than just good vs. evil, but many of these titles could be debated back in forth in any film class lecture.
Except Ghostbusters. That's about the Book of Revelation for goodness sake. :)