Buckaroo Banzai (has a cult following but most folks haven't heard of it)
Psychological thrillers:
One Hour Photo (incredibly disturbing performance by Robin Williams, that somehow never seemed to catch on)
Perfect Blue (anime psychological thriller)
Take Shelter
Enemy
Hard Candy
A few horror movies:
A Dark Song (gets ritual magick more right than anything I've seen... also really disturbing)
Session 9
Possum
Let's Scare Jessica to Death
Don't Look Now
I have watched Buckaroo Banzai so many times but my strongest memory is from sitting on the floor re-covering kitchen chairs while watching.
One Hour Photo scared me half to death.
Buckaroo Banzai is my "date test" movie.
If they don't get it, there's little chance we'll get along.
