Come And See (1985) is absolutely my number one. It is a terrifying film about the horrors of war, and it has one of the most disturbing endings ever conceived.
For the topic, Eyes Wide Shut is a good choice. Gravity too.
I disagree. Henry is definitely a horror film, but it's far from a conventional one. Instead of the supernatural or some masked maniac on the loose, it presents a character study of a deeply disturbed killer and examines his twisted motives. It's an unnerving, truly horrific gaze into the depths of the human psyche, and one of the scariest films I've ever seen.
I agree that it has horrific elements and you've bolstered my stance that IMDb isn't sacrosanct when it comes to their designations (lines are often blurred and crossed) of a film, just as their ratings.
This should be number one on the list! I've seen it 3 times now and it is still shocking. Imagine how 80s viewers felt watching it during the final throws of the cold War.