A favorite of mine is Strange Days, it takes place in the far future of 1999 and it explores some neat sci-fi concepts around virtual reality and recording memories. Perhaps it wasn't the first to do so even in 1995 (If nothing else, Wim Wenders was there before with Bis ans Ende der Welt, a movie that I like but is a bit of an acquired taste) nor did it explore this idea the furthest, but I don't think that this hurts Strange Days.
+1 for Bis ans Ende der Welt (Until the End of the World). It's quite a long film for it's day and almost feels like two films one after the other.