Examples Of Psychological Thrillers

Shutter Island

• Shutter Island (2010) is a psychological thriller directed by Oscar-winning directed Martin Scorsese and stars Leonardo DiCaprio as the lead role.

There is heavy use of rain in Shutter Island 
using pathetic fallacy is a typical trait of a thriller
film, using it to convey a desperate atmosphere

• Set in 1954, the story follows the story of Teddy Daniels, a U.S Marshall investigating the escape of a criminally insane murderess who has escaped the hospital in which she was being held, and is presumed to be still on the island.

• "Teddy's shrewd investigating skills soon provide a promising lead, but the hospital refuses him access to records he suspects would break the case wide open. As a hurricane cuts off communication with the mainland, more dangerous criminals "escape" in the confusion, and the puzzling, improbable clues multiply, Teddy begins to doubt everything - his memory, his partner, even his own sanity." - alfiehitchie - IMDB

See my textual analysis of a scene from 'Shutter Island' in this link.