Man bites Dog. It's a brilliant satire, dark comedy, and horrifying movie. It's a mocumentary wherein a crew of Filmmakers follow a serial killer, recording his actions & getting to know him. The main character is highly charasmatic despite his being a murderer, and is very interesting. And while the movie has several brutally horrifying moments, the movie also serves to be very funny.
Also, The People Under the Stairs. As far as I'm concerned, this movie is Craven's masterpiece. Intriguing premise, slick cinematogrophy, good acting, and creepy atmosphere. The movie is something of grim fairytale, and feels very dreamy (makes sense, as Craven claims he dreamed the movie shot for shot.).