By no means an exhaustive list, but here are my favorite movies that were shot in Boston. For the other great city of my life, Jersey City, New Jersey, I can't name one (other than a few episodes of "The Sopranos").
7. A Civil Action - This was a tough book to adapt into a movie, but the Steven Zaillian does an admirable job. There are some "beauty" shots of Boston Harbor, and as Jan Schlichtmann (the lawyer, played by John Travolta) walks through the backside of suburbia, the film evokes Woburn.
6. Field of Dreams - I saw this movie a second time at the Hatch Shell in Boston, right on the Charles River. It's the perfect outdoor movie, with lovely scenes in Kenmore Square, and a great overhead shot of Storrow Drive. The movie only stays in Boston for a few minutes, but we get to have a whole scene in Fenway Park!
5. Spartan - David Mamet's action/adventure movie rolls quickly through Boston's Beacon Hill as well through the Big Dig tunnels. It's probably one of the first movies to feature the Zakim Bridge.
4. The Departed - This is the muscular gangster movie by Martin Scorsese that earned him his Best Director Oscar. The Zakim Bridge is also in this movie, as well as Boston's City Hall, and the Massachusetts State House.
3. Mystic River - Clint Eastwood has a gorgeous helicopter shot of the upper deck of Boston's Tobin Bridge, to introduce the two detectives in this grim movie. There's plenty of South Boston in here too.
2. Gone Baby Gone - Ben Affleck's movie is the gold standard if you want to hear the infamous Boston accent. This movie features the picturesque Mt. Auburn Cemetary, a flyover of Chelsea, and background shots of Dorchester and Roxbury.
1. Good Will Hunting - Ben Affleck and Matt Damon, two of Boston's most famous actors, teamed up in this soulful movie about a "city tough" prodigy who discovers his talents and his love. Robin Williams is awesome in this movie. Watch this movie to see MIT, Boston's Public Garden, the Red Line going South after it leaves Boston, and an older Harvard Square.