The World is not enough, James Bond talking about Dr Christmas Jones (Denise Richards):
"I thought Christmas only came once a year"

Walk Hard: The Dewey Cox Story

Basically this whole song called "Let's Duet" is a giant innuendo/double entendre. Here's part of the song:

Dewey Cox: [singing] In my dreams, your blowing me... some kisses.
Darlene: [singing] That's one of my favorite things to do.
Dewey Cox: [singing] You and I could go down... in history.
Darlene: [singing] That's what I'm praying to do with you.

http://www.youtube.com/watch?v=UP5YFr4SkCQ

Young Frankenstein:

Dr. Frederick Frankenstein: Well, dear, are you ready?
Inga: Yes, Doctor.
Dr. Frederick Frankenstein: Elevate me.
Inga: Now? Right here?
Dr. Frederick Frankenstein: Yes, yes, raise the platform.
Inga: Oh. Ze platform. Oh, zat, yah, yah... yes.

http://youtu.be/Qil3iFpgWdM#t=1m

--OR--

[Frankenstein, Igor and Inga in front of HUGE castle doors]
Dr. Frederick Frankenstein: What knockers.
Inga: Oh, thank you doctor.

http://youtu.be/t9K9wiH2Lko

"To Catch a Thief," the famous picnic scene with Cary Grant and Grace Kelly...

Frances Stevens: You want a leg or a breast?
John Robie: You make the choice.

Woohoo!!!

Time to break out my film noir collection.

@Danny: I've read several articles expressing the opinion that one of the reasons dialogue was so strong in 30s-50's was the presence of the Hays 'moral' code, forcing writers to use double entendre and innuendo in order to convey their more suggestive and puerile ideas. So perhaps a contributing factor to that in film noir movies.