Not gonna showcase the more established movies but pointing out to the equally important of the underrated kind.
The Truth Beneath - A Korean mystery thriller with script by Park Chan Wook. It's the closest thing of a PCW film not directed by him. The twist is well worth the build-up.
The Wailing - on the surface a horror movie but the depth of it surpasses any mindfuckeries you can think of.
Anything by Oriol Paulo, some of it can be found on Netflix.
Mirage - a multi timeline mystery thriller.
The Body - a missing corpse that unraveling a mind boggling murder mystery.
The Invisible Guest - a twisted Rashomon-esque he said/she said murder mystery.