Oh man, I can't believe I've been missing out on this thread for like a month and a half. I'm definitely going to have to add Train to Busan to my extensive list of horror movies to watch.
Here are some of my favorites in recent memory:
The House at the End of Time is a fantastic Venezuelan haunted house movie that does not get the recognition it deserves. It's about a woman who was falsely convicted for some very bad things that happened to her family returning to the house where those things happened after 30 years in prison. It's on Netflix and I don't want to say too much because there's a pretty major revelation toward the end that completely blew me away. But trust me, you're missing out if you haven't seen it.
The Nightmare is a documentary about sleep paralysis and it's legitimately maybe the scariest movie I've ever watched. That may be because one of the subjects interviewed in it basically described, down to the tiniest details, exactly what I experienced the one and only time I've ever had sleep paralysis and it freaked me completely the hell out.
The Blackcoat's Daughter (originally titled February) is one of my favorite horror films in years. It's about a small group of girls left behind at a mostly-empty boarding school over winter break when some very dark things start to happen.
Southbound is a very solid horror anthology that connects all of its separate segments in really interesting ways. All of the stories involve people traveling along a desolate stretch of nameless highway in the middle of the desert. Some of them are stronger than others, but I liked them all and the segment involving an empty hospital is especially excellent.
The Neon Demon is probably the most divisive movie on my list, but I loved it. It's about a teenage girl coming to LA with dreams of becoming a model and encountering a lot of sinister elements of that world that want to prey on her in one way or another. It's visually stunning, like most of Refn's work, and it features some of the most upsetting scenes I've seen in a while. Some people straight-up walked out of the theater when my wife and I saw it.