Perhaps the most famous Foley effect in the history of movies is the "Wilhelm Scream":

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Ben Burtt gave the effect the name "Wilhelm" and used it in all of his movies as a kind of inside joke. He named the effect after a character named Pvt. Wilhelm that gets shot in the leg by an arrow (and, of course, screams) in The Charge at Feather River (1953). His research led him to his best guess that actor/singer Sheb Wooley is the voice behind "The Wilhelm Scream," which was actually recorded for the 1951 film Distant Drums. Here's a little compilation, heavy on the Lucas (h/t to joyannj):

Now that you know what the Wilhelm Scream sounds like, you'll hear it all the time when watching movies or television. And you'll annoy your less-nerdy friends and family every time you shout "Wilhelm Scream!" in the middle of an exciting action sequence. Here are a FEW of the movies you can hear the Wilhelm scream in (50 or so - you can listen to the song "Wilhelm Scream Dream Team" by We Be The Echo Masks to the left while perusing the list):

"Them!" (1954), "Land of the Pharaohs" (1955), "The Sea Chase" (1955), "Sergeant Rutledge" (1960), "PT-109" (1963), "The Green Berets (1968), "The Scarlet Blade" (1974), "Star Wars" (1977), "The Empire Strikes Back" (1980), "Raiders of the Lost Ark" (1981),  "Return of the Jedi" (1983), "Phantom Menace" (1999), "Indiana Jones and the Temple of Doom" (1984), "Indiana Jones and the Last Crusade" (1989), "Youn Indiana Jones" (many (all?) epidodes - c.1995), "Howard the Duck" (1986), "Willow" (1988), "Poltergeist" (1982), "Batman Returns" (1992), "Planet of the Apes" (2001), "Agent Cody Banks" (2003), "Madagascar" (2005), "Toy Story" (1995), "Hercules" (1997), "Beauty and the Beast" (1991), "A Goofy Movie" (1995), "Pirates of the Caribbean" (2003), "Beauty and the Beast" (1991), "Aladdin" (1992), "A Goofy Movie" (1995), "The Fifth Element" (1997), “The Majestic” (2001), “Just Visiting” (2001), “A Man Apart” (2003), "Tears of the Sun" (2003), "Hollywood Boulevard" (1976), "Explorers" (1985), "Gremlins 2" (1990), "The Second Civil War" (1997), “Matinee” (1993), "Looney Tunes: Back in Action" (2003), "Small Soldiers" (1998), "Lethal Weapon 4 (1998), "Reservoir Dogs" (1992), "Kill Bill: Vol. 1" (2003), "The Lord of the Rings: The Two Towers" (2002), "Return of the King" (2003)... etc. etc. (Epic credit to Steve Lee for the research on this: see him talk about it below on the TV show "Masters of Horror")

References:
- http://hollywoodlostandfound.net/wilhelm/
- Wilhelm Scream Takes Pack (from the awesome Free Sound Project)