I've always loved Elseworlds and what ifs, so I'll kick most
of those out
1) Whatever happened to the Caped Crusader? (I know it was originally two issues in the series but it was collected in a tpb so I'm counting it)
2) Kingdom Come
3) Killing Joke
4) Justice Vol. 1, the other two volumes are alright but I absolutely fell in love with the villains all teaming up and kidnapping, banishing or just destroying the heroes in a single co-ordinated attack so none can call for help and it's just masterfully done. The other two volumes are meh compared to it.
Can't really think of a fifth I'd rank with those on my all time favorites list.