My Favourite Thriller

Federal Marshall Teddy Daniels and his new partner Chuck Aule travel to a government-run mental institution for the criminally insane on Shutter Island, near Boston, when there is a report that one of the prisoners has gone missing. Daniels has his own reasons for wanting to get to the island and carries baggage of his own. He is still traumatized from what he saw when his army unit liberated one of the Nazi concentrating camps at the end of World War II and is still haunted by the more recent death in a fire of his wife and children. The head of the hospital, Dr. John Cawley, treats him alright but others give the agents a less than warm reception. Daniels particularly wants to find out what is going on in one of the wards, reserved for the most serious offenders. As Daniels begins to peal away the layers of deceit, it becomes obvious that not all is as it seems.
Source: Internet Movie Date Base

I think it is the best psychological thriller ever (As you can see in previous)  because towards the ending you getting lost  between the two sides and don't know who is right and what is right. In addition it is are very well chosen location and story about a insane asylum makes the movie more mysterious.

Shutter Island
Directed by	Martin Scorsese
Produced by	Martin Scorsese Bradley J. Fischer Mike Medavoy Arnold W. Messer
Screenplay by	Laeta Kalogridis Steven Knight
Based on	Shutter Island by Dennis Lehane
Starring	Leonardo DiCaprio Ben Kingsley Mark Ruffalo Michelle Williams
Cinematography	Robert Richardson
Editing by	Thelma Schoonmaker
Studio	Phoenix Pictures Appian Way Productions Sikelia Productions
Distributed by	Paramount Pictures
Release date	February 19, 2010 (2010-02-19)
Running time	137 minutes
Country	United States
Budget	$80 million
Gross revenue	$294,803,014