What About Bob hits on a lot of traditional ideas/concepts about therapy. It is absolutely hilarious, especially if you get a lot of the psychodynamic/psychoanalysis jokes. I'm not a big Billy Murray fan, but I did enjoy the movie a lot.

Another good one is It's Kind of a Funny Story (2010) which is newer and has Zach Galifianakis in it. It's about a teen who is feeling suicidal and goes to the ER. He gets admitted to the hospital psych ward for a week and you meet different characters in the ward.