When I read your post the first film to come to mind, and j don't believe anyone has mentioned yet is...
Stir of Echoes (1999) with Kevin Bacon, I remember this one being supper creepy. Im sure the story has been done to death by now but I remember loving at the time. Definitely check it out if you havnt seen it.
Tale of Two Sisters (2003) like Stir of Echoes I haven't seen this one in a long ass time so I can't say for sure how it holds up but I remember it the creep factor being maxed out in this one.
The Grudge (2006) I actually liked the U.S. version of this one, though it was super creepy, but I may be alone on that lol
The Ring was also pretty scary I thought and The Blair Witch Project...oh, and definitely check out The Entity if you haven't seen it, freaky stuff there and Barbara Hershey is a beauty!