Shutter Island (2010)
Here is another film for Leo fans. This psychological thriller stars DiCaprio as a US Marshal investigating a missing persons case at a mental institution on Shutter Island. However, as the investigation progresses, he begins to experience hallucinations and becomes increasingly paranoid.
Shutter Island is a masterclass in psychological horror. It does an excellent job of depicting the confusion that comes with certain mental health issues. It was shot at an abandoned campus of the Massachusetts Mental Health Center on an island, which definitely adds to the aura of suspense.