'The Mothman Prophecies' isn't your typical horror movie, but I think it is a pretty effective thriller with some very creepy elements.  Richard Gere plays a reporter who loses his wife which starts a chain of odd events.  He is ultimately drawn to a small West Virginia town to investigate a series of odd events, including the appearance of a bizarre entities.  The film claims to be based on actual events that occurred between November 1966 and December 1967.  Enjoy, and please pay attention to your psychic visions!