For me it was John Erick Dowdle’s 2015 Action Thriller, No Escape.
When you say action thriller, most people think John Wick, Jason Bourne, or any movie by Christopher Nolan.
You don't think of a film starring Owen Wilson and Lake Bell as a couple who recently moved to an unidentified country near Vietnam where they are killing Americans left and right.
This movie terrified me by what was happening on screen with the family. It's very much a gut-punch film and definitely worth watching.