I came across an interesting article at BraveNewTraveler: 8 Incredible Survival Stories. While I have only read one of the books (Endurance) and seen a documentary and the movie based on Alive, I am familiar with some of the other stories and think they are pretty amazing examples of survival. I already have Yossi Ghinsberg's book on my wishlist, and the movie based on Touching the Void is on my "To Watch" list. Now I want to check out the rest.
Be sure to also check out 8 of the Greatest Non-Fiction Adventure Stories Ever Told and 8 of the Greatest Fictional Adventure Stories Ever Told for some more great recommendations.