Cache:  A psychological thriller film that caused some serious visceral reactions.  Also love how it was shot. 

"Without warning, happy, successful Parisian couple Georges (Daniel Auteuil) and Anne Laurent (Juliette Binoche) receive anonymous videos suggesting that they are being stalked. The tapes are followed by disturbingly violent, if childish, drawings. Georges, a well-known literary talk show host, shrugs off the mysterious messages, but Anne grows increasingly distressed and fearful for their teenage son. She grows to suspect that an incident in Georges' past is behind the increasing torment." (Google)

Melancholia: To this day I'm not sure what I watched, but it was absolutely haunting. It seems to elude to something more than just dooms day. 

"As a planet hurtles toward a collision course with Earth, two sisters (Kirsten Dunst, Charlotte Gainsbourg) cope with the approaching doomsday in different ways". (Google)

Donnie Darko: Probably the best of all time. 

"During the presidential election of 1988, a teenager named Donnie Darko sleepwalks out of his house one night and sees a giant, demonic-looking rabbit named Frank, who tells him the world will end in 28 days. When Donnie returns home, he finds that a jet engine has crashed into his bedroom. Is Donnie living in a parallel universe, is he suffering from mental illness - or will the world really end?" (Google)