My favorite film of his is the amaazing "Brewster McCloud" although I have at least a half-dozen others in my Netflix queue.
I don't think many people know that there were actually lyrics to the famous MASH theme ... its a stretch but they could be construed as related to his death -- well, to death at least.
Suicide is Painless
Its been performed by many. My favorite version is by surf rock group The Ventures. I didn't know this but apparently the lyrics were written by his son! ... and here is a horribly cheesy MIDI file of the song ... appropriate to his death in the darkly comic way that could be appropriate only to him:
Altman Dies at 81 [nytimes]