Vampire Hunter D Bloodlust is a movies I enjoyed as much as Ninja Scroll. In fact, VHD: Bloodlust and Ninja Scroll are both directed by Yoshiaki Kawajiri (and from what I remember, he also shares the writing credit for both movies too). However, no ninja in Bloodlust. The original Vampire Hunter D might also be a good choice, though I prefer Bloodlust.
"Ninja concept"-wise, I could recommend Yotoden: Wrath of the Ninja. Actually, I don't think the movie of Yotoden is as good as the OVA series (the movie is just a cut up and condensed version of Yotoden with a few new scenes) but since you are looking for movies it still might be a good choice. It gets a lot of flak, but it isn't that bad (and the OVAs - which are only on VHS right now I believe - are excellent in my opinion).