Here in America, I really want to recommend the slightly obscure,
Jacob's Ladder. Jacob's Ladder is a very unique film, and it deserves a lot of credit for actually being creepy and very well done. Jacob's Ladder is about a man, obviously named Jacob. It begins with him having a flash back to the Vietnam war, his platoon getting attacked by a seemingly invisible enemy force. He wakes up in a train station, wondering where and how he could've gotten this flashback, as he remembers the war, but not this. The movie continues on to tell a story about government experimentation, religion, and finding ones own spirituality and coming to terms with the truth. It was very well done, actually quite creepy and it is full of metaphors and whatnot. The trailer makes it look a bit cheesier than it really is, but it is a very well done psychological thriller with statements on the government and spirituality.
[ame]http://www.youtube.com/watch?v=I0kW6xuxtPU&feature=related[/ame]
I will also recommend David Chronenberg's films
Naked Lunch,
The Fly and
A History of Violence. The motifs of his films have always been 'What is humanity, and what can take away our humanity?' and he's had hits and misses. Naked Lunch is easily the most bizarre of his films, and the thinking it'll make you do is 'What the ----!??!' but it is an interesting allegory on drugs, sexuality and whatnot. The Fly is easily his best, it is not a remake of the original Fly or even an Adaptation of the original story. In fact, I'd say it's more of a twisted, romantic version of Kafka's
Die Wanderlung (The Metamorphosis) but it does its job. Not only is it made believable by using slightly understated, but not transparent special effects, but also it has realistic characters that you actually get a feeling for, which makes the last half of the film truly scary. It would seem stupid otherwise, but they put enough detail into the plot and characters that it genuinely becomes scary, tragic, and emotional. A History of Violence is probably the film by him most likely to make you think; its also his most normal, but it still questions our own humanity and does a good job crafting believable characters in a somewhat strange world. I think the ending is a tad ambiguous, but it actually feels right. He also did VideoDrome, which I love for the lulz, but despite having a somewhat interesting (Although hypocritical) storyline, its much more of a traditional body horror focusing more on guts, gore, naked women, yadda yadda yadda; so it may not be what you are looking for.
I would also recommend The Green Mile, Shawshank Redemption, Babel, El Laberentino Del Fauna ('Pan's Laybrinth'), and Pink Floyd: The Wall.
Well, if you want 'clever' and 'East Asian' check out the Death Note films. They might not make you 'think' though. They are surprisingly well done considering that you wouldn't expect much out of a live action version of a manga (These came before the anime, anime fans so its not based on the anime, which is fairly different from any other version.. kinda like HHGTTG) despite some corny sequences. However, at least 80% of the cheesy stuff comes from L, who is meant to be the comic relief, and the actor who plays L deserves an award. Just about every scene he's in is pretty darn funny, while containing a hint of his cleverness. Oh, and I'm pretty sure he improvised to, I absolutely love this scene:
I'm pretty sure it even changes expressions.
Trailers for both parts. They are considered '2' parts, but they are really one movie they just needed to be split to tell the whole story.
[ame]http://www.youtube.com/watch?v=apaWHzttRJ8[/ame]
[ame]http://www.youtube.com/watch?v=GGszQq5mm7M[/ame]
There IS a third, but it was pretty bad. It was more of a spinoff. About the only reason why it was worth watching is because it was about L and had the same actor playing L. Otherwise it really didn't have a very interesting plot and the only characters it brought from the Manga that weren't in other installments were probably the characters cared the least about in the first place. I also will still say Hideo Nakata = Overrated. The first two parts were good. The second one isn't released in English yet, but will be playing limited in theatres this month. The original came out with an Eng Dub/Sub in August, it also had limited theatre release in July I think. So expect the second one later this month in the theatres or on DVD around November or December. If you speak Japanese, you can just rent or buy the original J-DVDs from just about any Anime Geek store. They are regionless, and will play in just about any DVD player.