I'm not big on pre-70s horror, so I'll be starting my list a little later than others might.
70s
- Alien (Scott, 1979)
- Dawn of the Dead (Romero, 1978)
- The Devil (Zulawski, 1972)
- The Exorcist (Friedkin, 1973)
- Halloween (Carpenter, 1978)
80s
- The Evil Dead (Raimi, 1981)
- Possession (Zulawski, 1981)
- Henry: Portrait of a Serial Killer (McNaughton, 1986)
- The Shining (Kubrick, 1980)
- Videodrome (Cronenberg, 1983)
90s
- Cure (Kurosawa, 1997)
- Funny Games (Haneke, 1997)
- Outer Space (Tscherkassky, 1999)
- Scream (Craven, 1996)
- Tremors (Underwood, 1990)
00s
- Bug (Friedkin, 2006)
- Dawn of the Dead (Snyder, 2004)
- Inside (Bustillo, Maury, 2007)
- Thirst (Park, 2009)
- Trick r' Treat (Dougherty, 2007)