Add me to those who prefer the CHICAGO film to the stage version. I actually prefer the darker edge of the film to the sort of vaudeville style of acting that the stage show calls throughout the whole show. Not to say I don't love CHICAGO the musical on stage, but I do love the movie with that fantastic cast, a great screenplay and the numbers. I only wish they hadn't cut "My Own Best Friend" and "Me and My Baby."
Definitely those others have mentioned: GREASE, THE SOUND OF MUSIC, WEST SIDE STORY.
I also like CABARET better on film, though those are almost impossible to compare given how vastly different they are from each other. But 1970s Fosse and Liza can't be matched.
"Some people can thrive and bloom living life in a living room, that's perfect for some people of one hundred and five. But I at least gotta try, when I think of all the sights that I gotta see, all the places I gotta play, all the things that I gotta be at"