Ernesto made a list of his favorite Desert Island Road Movies. To his list I would add:

Rubin and Ed
Hawks and Sparrows
Zabriskie Point
Fando and Lis
Wild at Heart
Two Lane Blacktop
Roadside Prophets
Badlands
Bonnie & Clyde
The Road Warrior
National Lampoon's Vacation
Fellini's Satyricon

Some of these may not officially be road movies, but there's lots of wandering going on.