There may be some crossover here with thrillers, possibly even supernatural horror, though that's a bit less common. (TV Tropes and Wikipedia both have separate pages for psychological thrillers, though I find it harder to decide whether a movie counts as actual horror or just a thriller.) Movies I list here will be ones where I feel the psychological aspect of the horror is more important than any other aspect, even if other aspects include things like monsters or demons or whatever. You may disagree with some of my choices, which is fine. I just do my best.
stuff I've seen:
The Babadook
The Blair Witch Project
Clown
Flatliners
Get Out
Hide and Seek
Idiocracy
Monstrous
Oculus
Perfect Blue
Rosemary's Baby
The Shining
The Sixth Sense
Soul Survivors
The Uninvited (2009)
Us