Commando (1985)
First Blood (1982)
T2: Judgment Day (1991)

Sure, I've got a hard-on for Schwarzenegger... but he just makes great action movies.

Honorable mentions:

True Lies (1994)
Deadbeat at Dawn (1988) - The end fight is cool as fuck.
Predator (1987)
Black Dynamite (2009)
The Warriors (1979)
Last Action Hero (1993)
RoboCop (1987)
Die Hard 2 (1990)
The Punisher (2004)
John Wick (2014)