I've recently watched a few obscure ones you might enjoy
Il Bidono - Fellini's 1959 classic about an aging Italian con man.
Incautos - A spanish take on the short con artist explores the long con (Hustle, The Sting etc.). This is the film I was looking for in the post above.
Kurosagi - Based on a Japanese manga and TV show, Kurosagi is a 'black swindler' a con man who scams (or 'devours') 'white swindlers'.
The Golden Calf - Based on the Russian satirical of the same name, this film is GREAT. Unfortunately, it's only available in Russian so you'll need to either download it illegally and add the subtile file or watch it on youtube.
http://www.youtube.com/v/ABL_GHObrNo&rel=1Do you think card cheat and pickpocket films count as scam movies?