Little Ashes (2008) -- Salvadore Dali and the poet Lorca, in the '20s and '30s.
Modigliani (2004) -- Andy Garcia as Amedeo Modiglini competing with Picasso.
Surviving Picasso (1996) -- Anthony Hopkins as Picasso, set in the '40s and '50s.
Pollock (2000) -- Ed Harris as Pollack.
Basquiat (1996) -- with David Bowie as Andy Warhol.