"Did you ever notice how in the Bible, when ever God needed to punish someone, or make an example, or when ever God needed a killing, he sent an angel? Did you ever wonder what a creature like that must be like? A whole existence spent praising your God, but always with one wing dipped in blood. Would you ever really want to see an angel?" The Prophecy
Most of these films are not for the squeamish, a few offer up only a couple worthwhile minutes, and only one is meant for children (please don't guess wrong). Look for Keanu Reeves and Tilda Swinton in two movies each.
The Ninth Gate (1999) Emmanuelle Seigner as The Girl (who plays supernatural guardian to an amoral guy looking for the door to hell...so, does that make her an angel or a something else?)
"I'm an angel. I kill firstborns while their mamas watch. I turn cities into salt. I even, when I feel like it, rip the souls from little girls, and from now till kingdom come, the only thing you can count on in your existence is never understanding why." The Prophecy
You'll have to look up Lucifer's line yourself. Whew...!
"If you're frightened of dying, and you're holding on, you'll see devils tearing your life away. If you've made your peace, then the devils are really angels, freeing you from the Earth." Jacob's Ladder
“I'm the angel who guards you. Your Father is the God of mercy, not punishment.
He saw you and said, ‘Aren't you his guardian angel? Well, go down and save him. He's suffered enough.’
Remember when he told Abraham to sacrifice his son? Abraham was just about to kill the boy with his knife when God stopped him. So, if he saved Abraham's son, don't you think he'd want to save his own? He's tested you and he's happy with you. He doesn't want your blood.
He said, ‘Let him die in a dream. But let him live his life.’"
"You know, some religions think that the egg is the symbol of the soul, did you know that? Would you like an egg?" Angel Heart
Are there others you recommend? And no, as much as I love the movie, Clarence from It's a Wonderful Life does not count...
"And the angels, terrible and without pity, carry savage weapons, and their torture is unmerciful." The Ascension of Enoch, from the Hagganah