Not many spring to mind. The book is ALWAYS better - that's the rules.
The few exceptions that I can think of are:
Brokeback Mountain (book was fucking tedious to be fair)
The Ice Storm (brilliant book but even better film)
The Shawshank Redemption ( I actually really enjoyed the short story that was 'Rita Haywarth and the Shawshank Redemption but I think the book took it to the next level).
Apparently 'Fight Club' was also a book first. Never read it but I assume the film is better mainly as Brad wasn't in the book.
But I can't really think of any others? Any more for any more?