R-Rated:
* X-Men (2000)
* X2: X-Men United (2003)
* X-Men: The Last Stand (2006)
* X-Men Origins: Wolverine (2009)
* X-Men: First Class (2011)
* X-Men: Days of Future Past (2014)
* Deadpool (2016)
* Logan (2017)
* Deadpool 2 (2018)
* Dark Phoenix (2019)
PG-13:
* X-Men: Apocalypse (2016)
PG:
* X-Men: Evolution (2000-2005) - Animated series
Note: While the vast majority of X-Men movies are rated R, some are rated PG-13 for slightly less intense violence and mature themes. The "M" rating you're referring to is primarily used in Australia and New Zealand.