Alien, The Shining, 28 Days Later, [REC], The Thing (1982), The Blair Witch Project, The Texas Chainsaw Massacre (original), The Decent, The Exorcist.
Then of course there's plenty of thriller/action/sci-fi type of films with horror elements like:
Seven, Jaws, Predator, Aliens, The Mist, Death Proof, Sunshine, Moon, A Clockwork Orange, Jacob's Ladder, Shutter Island...
I'm not asking for Oscar worthy acting here; just convince me you're in fear, in pain, you're frustrated, stressed, ****ed, terrified, etc.