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)
I Saw The Devil (2010)
Memories of Murder (2003)
Memories of Murder (2003)
Oldboy (2003)
Oldboy (2003)
The Wailing (2016)
The Wailing (2016)
Rear Window (1954)
Rear Window (1954)
Zodiac (2007)
Zodiac (2007)