Some of my favourite horror films are those that are open to interpretation. In particular, those which can be enjoyed on a literal level, but also leave the viewer wondering things like "how much of this was real?" or "was this merely in the character's head" (e.g., the Descent).

Or, alternately, movies that convey an underlying message/criticism of society (e.g., Night of the Living Dead and racism). Of course, the underlying message in many such movies is also open interpretation.

Basically, what horror movies are out there that really make you think?