"The Jacket" (2005) didn't do particularly well in theatres, and didn't do terribly well with critics. It's been classified as a "horror thriller," which seems a bit of an overstatement to me. I think this is the third time I've watched it: the creepy and claustrophobic atmosphere combined with good acting make it highly memorable.
Adrien Brody plays Jack Starks, a Gulf War vet with intermittent amnesia. After hitchhiking a ride with the wrong guy, he finds himself accused of murdering a police man but can't remember the event at all. He's put in an insane asylum where a doctor (Kris Kristofferson) experiments on him - arguably torture in the name of therapy. He finds himself drugged, in a straight jacket, and locked in a morgue drawer for hours at a time ... and he travels to the future for a few hours at a time. Where he finds his disconnection from time is both a blessing and a curse, as he tries to help a friend and figure out what's going to happen to him.
One of the reasons I don't accept the classification as "horror" is that the ending, while sad, is also surprisingly positive - not the type of ending you see on horror films. The acting throughout is very good (including an early American appearance by a little known actor called "Daniel Craig," who is one of Stark's fellow inmates), and the whole thing is creepy and disorienting in a way that really forwards the ideas of the film. Not for everybody, but if it's your kind of thing I highly recommend it.