Personally, I think Korean film makers such as Park Chan-Wook, Bong Joon-Ho, and Kim Jee-Woon have mastered the art of the thriller so my list will reflect this heavily. Very heavily.
I Saw The Devil (2010)Memories of Murder (2003)Oldboy (2003)The Wailing (2016)Rear Window (1954)Zodiac (2007)