Supernatural (1933), an Old Dark House movie but with some genuine supernatural elements. It's the closest Carole Lombard ever came to doing a horror movie. And it's a lot of fun.
Fear Is the Key (1972), a fine suspense thriller based on Alistair MacLean's novel.
Plus a couple of excellent spy movies (spy movies being something I'm a bit obsessed by at the moment):
A Dandy in Aspic (1968) is slightly unusual, being told from the point of view of a Russian spy. A very underrated movie. It was Anthony Mann's last movie.
Callan (1974), based on the superb British TV spy series.