This tends to be my main vein for my movie fix. They have an awesome collection of foreign and classic films that has yet to be matched anywhere in Phoenix. If you're looking for a foreign title that's in the Criterion Collection, chances are that you'll find it here. The great thing about this place too is that you get to rent up to five movies without having to return them for something like five weeks and you could probably spend your whole life doing this once a month and never get through all the films they have.
Another reason I love this library is the architecture. It makes great use of the space and doesn't feel like an academic library. One random thing however is the odd Borg Cube-like sculpture that looks like it crashed in the main entrance. Overall, it's just an awesome building to be in and experience. Burton Barr is a really peaceful place if you need somewhere to study. There's an awesome view from the top story where you can get a great view of Central and downtown.
My only complaint? It smells like homeless people in some spots. That sounded cruel, but you know what I mean.