Definitely The Shining and possibly The Blair Witch Project. I think part of the thrill comes from a sense of isolation, that you can't call in the cavalry but are forced to deal with the situation with whatever limited means you happen to have with you.

I'm writing one too. I told my mentor the story and before I finished he blurted out "That's marketable"

Being trapped in a location with the antagonist and knowing there's no escape, or the lack of control from being forced to watch events without being able to intervene (as in Rear Window), greatly heightens the tension.

One of the things you need to do when writing a thriller is ensure the character has no way out of their situation. A contained thriller ensures that's taken literally.

As for others, there's Funny Games, Bug, Death and the Maiden, Under Suspicion, The Inside Man, and just about every hostage movie ever made.

By the way: aside from the times the killer attacked, what was contained about "Scream"?

It just occured to me a story like Memento is contained, in the protagonists psyche.

This is like one of the strongest topics on here!
God knows i'm pretty much sold on all these kind of movies. I just finished watching
1. death and the Madien
2. Cubes (part 1. second one sucks)
3. Hard Candy
4. Tape (couldn't get through it)
5. Fermat's Room
6. The Killing Room

The list goes on.
I'm currently polishing my own contained thriller right now. i've gotten notes from readers and they said its marketable too. However, i need more notes, anyone want to trade reads??

Haven't seen Dead Calm, but Rear Window is the only one on that list I really like. Panic Room, Phone Booth, and Buried all wear out their potential by the midpoint, in my opinion.

A contained thriller has lots of marketing potential, but it's hard to write one well because there's such limited opportunity to develop characters. You rely 100% on the tension inherent in the premise, and hope that it will sustain interest for 100 pages.

Also, Rear Window isn't a "contained thriller" in the sense that the characters are trapped in the apartment; rather, their obsession with the crime makes them choose to stay there, which ends up putting them in danger. That's a lot more interesting to me than a bunch of people arbitrarily locked up somewhere.

@Nick: Rear Window isn't a "contained thriller" in the sense that the characters are trapped in the apartment; rather, their obsession with the crime makes them choose to stay there…

Jimmy Stewart was trapped in the apartment. Grace Kelly was the one who could come and go.

Would Tape be under this category?

One of my favourites in this genre is Wait Until Dark.