I've been looking around for some out there films but I can't seem to find anything that jumps out. I know of 2001, Donnie Darko, The Wall, A Scanner Darkly (not so much but still...).

What are some good films of the sort that you guys would recommend?
The Walking Dead
Psycho for psychological. if you're gonna get stoned and want psychedellic then get 2001 a space oddysey(godly film) or fantasia.
2001: A Space Oddysey (kubrick)
A Clockwork Orange (kubrick)
The Shining (kubrick)
Dead Man (johnny depp)
I will call you out from shelter burn your wings and learn their letters
Eternal Sunshine of a Spotless mind, is one of my favorites in that category. I recently watched Vanilla Sky... wasn't epic like Donnie Darko, but it still hit me pretty hard at some points.
The Fucking Langoliers!
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I wouldn't say Eternal Sunshine was a thriller, but it's still a really good movie. Identity and Secret Window are both good psychological thrillers, although they're pretty similar.
Being John Malkovich isn't really a thriller, but it has some thrilling moments, plus it's a masterpiece.
Poor advice.
I think its called "Stay", its got Ewan Mc Gregor and Ryan Gosling. I watched it at school and it was pretty good. Its got one of thoes "..figure it out yourself" endings