This is the list according to my taste and preference so it is subjective
Gaman (1978)- One of his earliest movies with hard hitting reality of the migrants, soul stirring music and masterful yet underrated direction of Muzzafar Ali. Good starting point for his film.
Ankush (1986)- Even though I didn't really like the way it portrayed the north Indians as gundas , the film reflects the angst of angry, restless and unemployed youth of the country. Inspired by Mere Apne (Ankush Director N Chandra was the assistant of Gulzar during Mere Apne) the film is realistic and hard hitting and yet tragic..
Parinda (1989)- One of the best films on underworld in Indian cinema with terrific performances by Jackie Shroff and Nana Patekar who won a National award for best supporting actor and Filmfare Best supporting actor. The film was also selected for Oscars from India.
Prahaar (1991)- Directorial debut of Nana Patekar. Nana Patekar's dedication to his craft in this film as a commando is commendable. He shines both as actor and director.
Diksha (1991): Most underrated movie of Nana Patekar. Nana Patekar plays a lower caste man and the film questions rituals and hypocrisy of society. Very understated performance.
Angaar (1992): Another underrated film of Nana Patekar for which he won Best Villain Filmfare. The film won 3 Filmfare and 1 National award. Based on the life of Karim Lala
Tiranga (1993): Nana's entry to Masala movies where he and Rajkumar made a formidable pair. And who can forget the Gaindaswamy and the fuse conductor.
Krantiveer (1994)- For me this film works only because if Nana Patekar. Otherwise the film is over the top and loud but Nana is brilliant. The biggest solo hit of Nana Patekar and won him his second National award.
Agnisakshi (1996)- Another brilliant performance by Nana. His role was spine chilling and he is the one who holds the film together. Another National Award for Nana.
Yeshwant (1997)- Hard hitting film and very good performance by Nana and Madhu.
Shakti the Power (2002): Powerful performance by Nana Patekar and Karishma Kapoor. Nana makes you hate his character with his performance
Ab Tak Chappan (2003)- Another film with Nana playing the ruthless cop who did 56 encounters. Devut film of Shimit Amin, who later directed Chak De India.
Apharan (2005)- Underrated film of Ajay, Nana and Prakash Jha. Won a National award for best screenplay Nana again plays a negative role with elan.
Taxi no 9211 (2006)- A feel good slice of life film which surprises you with its subtle humour and nuanced telling. Well acted and written.
Welcome (2007)- Nana’s foray into comedy and he had absolute blast along with Anil Kapoor. Who can forget Aloo le lo kanda le lo.
Natsamrat (2016)- one of the most celebrated roles of Marathi cinema and Nana lives up to the humungous expectations. One of the biggest hits if Marathi cinema.