Duck Soup
1933's Duck Soup is another that didn't do well in the box office, but somehow won over critics. The Marx Brothers' comedy is a tale of spies who stage a revolution in the nation of Freedonia. It has a 92% on Rotten Tomatoes and a 4/4 on Roger Ebert.
Boyhood
This film was released in 2014 but actually started filming in 2001 in order to organically capture the aging process of a young boy. The script was conceptualized throughout the decade of filming, working off of just basic plot points. It premiered at Sundance and won several awards.