The first set of films that come to mind are
Park Chan-Wook's Vengeance Trilogy. Each movie is a meditation on how revenge takes hold and drives various characters. Each film is a separate Masterpiece that had a large emotional impact on me. When you can sympathize yet fear someone at the same time, that's the mark of a good writer, good actor, and good director.
The other set of movies that come to mind are the
Kill Bill movies, also epic and showing the evolution of a Character set on revenge.
I Saw the Devil is also filled with revenge and obsession and is an incredibly bloody, visceral movie.
Taken was also very, very surprisingly good. I only say "surprisingly" because I had low expectations. It really impressed me.
I believe that both
Last House on the Left and
I Spit On Your Grave are both iconic Revenge films, but I don't think that I can actually watch them; they genuinely make me too uncomfortable.
I'm not sure if I've seen many revenge films - Definitely I need to see: