El Orfanato
There is no gore in this film. There are no jump scares, no emotionally distressed family members, and definitely no severed heads. This movie is about a woman who is on the hunt for her long-lost child, and a group of orphans who wear painted sacks over their heads. By the way, this movie might be the freakiest one in this list.
Lovely Molly
Lovely Molly was made by Eduardo Sanchez, who you might recognize from his hit film The Blair Witch Project. This movie came long after Blair Witch, and it flew pretty far under the radar. Sanchez continues to experiment with horror and perspectives, as this is a strictly POV movie about a relationship that has gone very, very wrong.