If you want horror films where plot is key, I might have some suggestions, most of which are foreign horror.
Dorothy Mills comes to mind…in fact the story is totally in the spotlight that I really can’t say much about it without spoiling everything. It concerns a disturbed girl in some backwater Irish village, and a psychiatrist assigned to analyze her. It’s really moody and while the story is kinda cliché, it’s done very well, and won’t fail to disturb haha.
In the same line, more or less, and based on a novel is An American Haunting, where the story is used to keep you interested in it by making you guess and wonder wtf’s gonna happen next through the events and plot twists and O_o moments. Also, pretty imagery.
The Woods is another mindscrew horror movie, involving a public school for girls out in the middle of nowhere, where not all is as it seems…a lot more dramatic than anything else, it’s still pretty cool with a nice story revolving around wichcraft.
Wilderness is another horror movie where the story is used to move the movie forward and includes character development as opposed to just being an excuse to slaughter a buncha people. It’s less deep, but a whole lot of fun.
Teengae criminals in the slammer get taken to a remote island as part of some prison program to set em straight, and then the plot thickens haha. (Also, much death.)
As already mentioned, Martyrs is also awesome, and while it uses a disturbing form or refined artistry to present most of everything, it does have a damn good story, if not slightly drawn out. Very deranging, and gore ahoy, too gah.
You might try A Haunting in Connecticut. I liked the story and all, but it is a mainstream ghost movie, of which we’ve seen floods of for the past five years…but somehow, this one sticks out for me as better than most.
Older films you might like if you haven’t checked em out yet, Jacob’s Ladder. Not exactly horror, but it might as well be, and it has one of the most genius story lines I’ve ever seen.
Add to that In the Mouth of Madness, and, for something less mind screwy but just as fun, a good cult movie is The Nest.
For a movie about man eating cockroaches, it’s actually pretty intriguing.
Also, really old and sickeningly disgusting movie, but with several small plots eventually tying into a big one, Street Trash. It’s just disturbing, and while it was basically made to shock as many people as possible and the stories seem loose ended, it still works.
Classic cult films again, Braindead, also known as Dead Alive, or Bad Taste. These are centered around gore and shock value, so the stories might not stick out so much but the characters are all very interesting so I think that helps. Either way, very fun movies.
Again in the soft, white underbelly of the horror genre which is the seventies, comes Basketcase. Now this is fucked up, and while the story is mostly replaced for murders and funky special effects, the concept of the movie itself is very interesting. It involves some dude who maintians the life of his malformed Siamese twin which was disconected at birth…he keeps it in a basket, and attempts to live his own life, but although while physically seprated, he and his brother are still very close…perhaps too close.
Wooohooohooooohohohooo..lawlz