Top 5 Brothers

#5. Alvin and Lyle

from The Straight Story (1999)

#4. Andrey and Ivan

from Vozvrashchenie (2003)

#3. Gilbert and Arnie Grape

 from What's Eating Gilbert Grape (1992)

#2. Skorpan and Jonatan
from Bröderna Lejonhjärta aka The Brothers Lionheart (1977)

#1. Michael and Fredo Corleone

from The Godfather I / II (1972/1974)

A few others I came to think of:

Warriors
Brothers
American History X
Ran
Festen (The Celebration)
The Brotherhood of War
Adaptation
Rain Man
The Fighter

If you have questions about why I chose these, leave a comment.