Good thread! I don't recall any on the top of my head. Definitely need to watch Edward Scissorhands again now.
Big Business (1988) with Bette Midler and Lily Tomlin has a scene with some Yorkies I believe (just did a search on Google).
I know Molly Sims and Michelle Williams (of Destiny's Child) both have Yorkies as I've seen theirs on MTV Cribs. Also, I just read that rapper Eve has a Yorkie too. I bet their Yorkies are spoiled rotten too. Now that's a real lucky dog! :P