That was top of my list too, like when I read the thread title. Certainly the only one to really hit that hard in the last say, 20 years. Incredible movie and that night was one of top movie experiences ever.
Before that it'd definitely be
HEAT. At 17 that was perhaps the most emotionally engaged I'd ever been with a movie in a theatre (despite not liking it as much as say the previous year's Pulp Fiction). The people I went with were also like, beyond engaged with it, weirdly pumped up by it.
American Pie of all things, a movie I kind of hate, was massively aided by the fact that I saw it with a crowd of American college kids (in Santa Monica), and holy hell the hootin' and hollerin'!
The most excited I've seen a British audience be was with
Avengers: Endgame - it wasn't quite on the same level as American Pie but it definitely helped the movie that the audience was really into the reveals and line drops and so on.
Lord of the Rings was pretty amazingly intense, because I didn't really expect it to deliver what it delivered, or the way it did. I thought it would be a lot more half-arsed.
The Last Jedi for some reason hit my wife and I very hard emotionally, in a good way. I know it's a movie that doesn't work for a lot of people, but it sure as hell worked for us, and clearly for the majority of the audience (I think it was the first or second night of showings).
Avatar: The Way of Water isn't up there with any of these, but I do mention it because it was a very long, very strange movie, with a ton of CGI, but I found it pretty entrancing, watching it in 3D IMAX, and was like, sort of jolted out of said trance when the movie ended, which is very rare for me.
Signs (I had literally no idea what the movie was about and it really, really worked for me.
For me it was the exact opposite with Signs - I saw it in a theatre in NYC and I was expecting to like it, but I spent basically the whole movie going "Wtf?" in a bad way, and just was totally disengaged by the way it presented itself (I have liked some other M. Night movies).