I'll agree with the guy who mentioned David Lynch via Mulholland Dr. Lynch's movies definitely have an eerie (and at times downright terrifying) atmosphere. Don't know if they'll make you jump... watch Lost Highway or Blue Velvet if you like Mullholland Dr
try the 70's version of invasion of the body snatchers. very eerie. a movie that stuck with me by climbing into my brain and fucking it hard was the lords of salem. granted, about the only time i do horror movies is when i'm in an "odd" mood. or tripping, for some reason.