Always was a fan of the Columbo series. But that's only a small part of his work, of course.
Though I've by no means seen even close to all his work, what stands out to me(other than Columbo) is a great "improvisational" film he made with friends John Cassavetes and Ben Gazzara, called, "Husbands".
And a Wem Wenders film called, "Faraway, So Close", where he plays himself in a quite extended cameo role.
And an old story comes to mind that as a kid playing Little League, after an umpires call he disagreed with, young Peter walked up to the ump, removed his glass eye and handed it to the ump, saying, "Here, you need this more than I do."
One of those truly memorable and one of a kind human beings.