Before the Middle East became associated with Islam and people that want to blow themselves up, it used to be that you could make fantasy movies with a Persian feel. I'm thinking of the Sinbad movies, or the wonderful
Thief of Baghdad. (good luck finding that one just about anywhere.)
Now cinematic fantasy is all Boris Valejo calendars and whiny Enya soundtracks. As great as the LOTR movies were, there's other ways to do fantasy besides chainmail and Celtic drum jigs. Fantasy can be based on a culture besides England, which is something they seem to have forgotten recently.
I like caper movies, too. To my mind, there's nothing better than
The Sting, which is back out on DVD after being out of print for years.