Uncanny
Of all the films I've seen, there are only a handful that can compete with PAHR in terms of staying in my mind so long after viewing, haunting me like some dream (or nightmare) I had as a kid.
How can this be described? This film is some kind of magic act (as I suppose are all great films). It does such a good job of misdirecting the viewer in the first act, that when the girls disappear so eerily and Edith lets out that scream, it comes as a huge shock. Then the rest of the film is just reverberating with uncanny things. The dreams, visions, Sarah's end, Mrs. Appleyard's end... Really, uncanny is the best word for this film. There's just something about it that lingers, and not simply the unresolved nature of the mystery. Watching it for the third time last night, I actually became frightened by it after, first time a movie's genuinely scared me in years. Strange, strange.
Then I found some stills on this board of the supposed deleted final scene: Mrs. Appleyard, in all-black mourning clothes, climbing the Rock and seeing Sarah's ghost. The simple image of Mrs. Appleyard was somehow terrifying, even though it sounds banal.
I don't know. I'm pretty sure all great films play with your subconscious to some extent in order to exert their lasting power, but I feel PAHR does this the most of anything. What a bizarre, unforgettable work of art.