I can't say that I've seen many that are that good actually. But I guess War of the worlds come close enough being a good "world ending" movie, even though they're going to be kind of okay.
Other movies that touch upon the subject of the world ending doesn't really take place during "the end of the world" but rather before or after. Such as Terminator 1 & 2 (because fuck 3 and Salvation) they take place (mostly) before "the end".
Planets of the Apes takes place *SPOILER* after "the end".
So I guess "world ending" movies aren't my thing really but rather the ones leading up to the "the end" or the aftermath.