Is there really ANY intellectual/psychological/cerebral driven horror movie of note?

[Inhuman One]

Probably not the most intellectual ones, but I just found there's two DVD boxes of hammer movies available, mostly horror so that's on my christmas list now. Never watched any of them yet, but I am quite fond of Christopher Lee and Peter Cushing. Its such a staple in horror movies that I really want to see these. If its not ending up under the christmas tree I'll likely buy them myself.

As for something more intellectual thats not classified as horror, I'd recommend 2001: A space Oddyssey.
It just really captures how isolated it would actually be in space. And when trapped there with a malfunctioning ship computer that can get pretty tense if you truly feel emerged in the experience.

[Kyriakos]

^Sledge Hammer could be described as horror, yes

[Roma_Victrix]

Christ, I just watched the first episode of season 3 of American Horror Story (the one with the minotaur and witches), Kyriakos, and I can comfortably guarantee that crap is nothing like season 2 or even season 1 for that matter. It was just crap writing, choppy directing, and for the most part poor acting all combined. Like I said, I can only really vouch for season 2, which is still cheesy to an extent, but not that frigging cheesy.

[Kyriakos]

Christ, I just watched the first episode of season 3 of American Horror Story (the one with the minotaur and witches), Kyriakos, and I can comfortably guarantee that crap is nothing like season 2 or even season 1 for that matter. It was just crap writing, choppy directing, and for the most part poor acting all combined. Like I said, I can only really vouch for season 2, which is still cheesy to an extent, but not that frigging cheesy.

Kathy Bates

[Kyriakos]

I managed to watch Solaris (the movie, by Tarkovsky).

I think the part before he went to the space station was more intense. The rest of the film felt sort of sedated to me. The ending wasn't really paced well, i felt. And overall i didn't see it as horror either (well, apart from the pre space-station Attack on Titan description ).

[Kyriakos]

I'm not sure what film could measure up to your standard as true cinema is exemplified by similie and metaphor. It's all subtext with high brow film and you did specify ones of an intellectual nature too.

The Addiction is not solely a philosophical film in the way that Pi is not merely a philosophical/spiritual film. It's a drama with conspiracy elements about mathematics that has philosophy and spirituality within its narrative.
***
Many from this list are not just intellectual horror films but films that anyone could enjoy despite some being a bit challenging. One need not understand all of the concepts intimately in The Addiction to also escape into the dark world of the vampire myth too.

A film which came out recently and is challenging is The Blackcoat's Daughter.

Spoiler Alert, click show to read: 

An unusual psychological horror film featuring Emmanuelle Seiger is Buddy Boy (1999). She made this immediately after The Nineth Gate concluded.

Spoiler Alert, click show to read: 

DeadGirl is the most horrifying film I know of. It's impossible to look away but you feel completely polluted by the viewing of it. The average viewer would discount it as merely insane but an intellectual would find many a sleepless night considering its meaning. It deals with the complete immorality in herd mentality. Worth a watch but don't say I didn't warn you.

Spoiler Alert, click show to read: 

Saw The Blackcoat's Daughter. Overall pretty nice

Any other suggestions by anyone?

[athanaric]

Any other suggestions by anyone?

In some ways, The Terminator is a horror movie, and although it may seem cheesy in some aspects (Arnie), I think it's also deeper than some people give it credit for.
Ex Machina has already been mentioned, IMO a good movie.

Anyhow, as somebody who despises the horror genre in general, I don't have many other suggestions. But if you haven't already, you should check out The Expanse, one of the more intelligent and realistic science fiction series out there, which has horror elements (acknowledged by the authors, too).

[RubiconDecision]

I would highly recommend In Fear but would suggest not reading about it, but instead just experiencing it. It is mostly improvised and takes place almost entirely within a car. Very few actors have the gift and craft to pull something like that off.

https://m.youtube.com/watch?v=veFc0X48iT0

You might like Black Mountain Side. An ancient altar is found in Canada in indigenous lands and it causes immense dread and madness right out of Lovecraft.

https://m.youtube.com/watch?v=wZ0z3g1nyGE

Shelley is a freaky foreign modernization of Rosemary's Baby.
https://m.youtube.com/watch?v=hRvwKyqdzVs

If you want a challenging film with references to Dante and alchemy and similar occult material, then try As Above, So Below which went over the average teenage horror fan's head.
https://m.youtube.com/watch?v=M8xPTba541s