The one that leaps into my mind straight away is 'Satanis.'
You may have heard of this film. It came out in 1970 and featured Dr. LaVey and the Church of Satan.
This film is a good one and features ritual scenes with nude altar, ritual tools and ritual language.
It also has scenes where Dr. LaVey, Diane and Karla speak and provide some explanation of Satanism as practised by the Church at that time.
It also has scenes with the neighbours and you get their comments on LaVey and his unusual lifestyle. There is also some scnes of the black house, which is good.
I really enjoyed this film and learnt quite a lot from it.
I would also recommend that you take a look at the Temple of Set reading list from Dr. Aquino's Black Magic.
This reading list contains a section on Satanism and it features a number of films which contain ritual scenes, which were written or designed by Dr's LaVey and Aquino.