[ferretchucker]

I think I'd say that a lot of the time, these films are more disturbing than outright scary. The issue with horror films is that they bombard us with the threat of death so much that we're all very used to seeing characters die and it's tougher to empathise with the fear they're feeling. We've seen it so much.
The non-horror fears - arrested abroad, unwilling sex trade, repressed memories and for me, the futility of Jolie's situation in Changeling - are all based on living through things arguably worse than death, and often things we think about less than death. We all KNOW we're going to die at some point (though hopefully not through slasher means) whereas who ever considers the possibility that someone might become dangerously obsessed with them ( The Talented Mr. Ripley ) until we're shown it? That's why I think these films unsettle us so much. They're things that COULD easily happen, and ideas we haven't often thought about.