Since no one’s mentioned it yet, I’d nominate Heavenly Creatures. Especially creepy because it’s based on a real-life incident.
It is considered regular horror I know, but I name this movie because almost everyone I know laughs at me for being afraid of it. The Hitcher (or it’s equivilent in Creep Show 2)
I still get creeped out by the line “Thanks for the ride, lady!”
Donnie Darko!